+36.2%
LUMN vs TDY
+11.8%
+24.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | +12.1% | -1.8% | +13.9% | +13.5% |
| 30D | +11.3% | -10.7% | +22.0% | +20.7% |
| 3M | -31.6% | -1.3% | -30.3% | -30.8% |
| 6M | -2.7% | -10.6% | +7.8% | +4.2% |
| YTD | -12.9% | +19.6% | -32.4% | -14.1% |
| 1Y | +36.2% | +11.6% | +24.6% | +42.4% |
| All | +36.2% | +11.8% | +24.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling