-39.9%
LUMN vs TDY
+39.0%
-78.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +0.8% |
| 7D | +2.5% | -1.1% | +3.6% | +3.5% |
| 30D | +10.3% | -12.0% | +22.4% | +23.6% |
| 3M | -18.3% | -3.2% | -15.1% | -16.1% |
| 6M | +4.4% | -7.9% | +12.2% | +11.9% |
| YTD | -10.7% | +18.2% | -28.9% | -23.1% |
| 1Y | +14.0% | +6.7% | +7.3% | +6.9% |
| 3Y | +406.6% | +47.5% | +359.0% | +260.1% |
| All | -39.9% | +39.0% | -78.9% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling