-39.9%
LUMN vs TENB
-35.4%
-4.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.6% |
| 7D | +2.5% | -12.1% | +14.6% | +6.1% |
| 30D | +10.3% | -18.6% | +29.0% | +15.8% |
| 3M | -18.3% | +12.1% | -30.3% | -24.2% |
| 6M | +4.4% | +46.8% | -42.4% | -13.5% |
| YTD | -10.7% | +28.0% | -38.6% | -22.4% |
| 1Y | +14.0% | -1.4% | +15.4% | +8.3% |
| 3Y | +406.6% | -33.9% | +440.5% | +438.2% |
| All | -39.9% | -35.4% | -4.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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