-56.5%
LUMN vs TDY
+479.2%
-535.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.2% |
| 7D | +2.5% | -1.1% | +3.6% | +3.2% |
| 30D | +10.3% | -12.0% | +22.4% | +19.0% |
| 3M | -18.3% | -3.2% | -15.1% | -16.7% |
| 6M | +4.4% | -7.9% | +12.2% | +9.6% |
| YTD | -10.7% | +18.2% | -28.9% | -18.5% |
| 1Y | +14.0% | +6.7% | +7.3% | +9.9% |
| 3Y | +406.6% | +47.5% | +359.0% | +316.4% |
| 5Y | -36.8% | +39.5% | -76.3% | -47.1% |
| All | -56.5% | +479.2% | -535.7% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling