-58.8%
LUMN vs TKO
+10.0%
-68.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.5% | +3.7% | +7.1% |
| 7D | -10.6% | +7.8% | -18.4% | -12.1% |
| 30D | -18.2% | +12.2% | -30.3% | -20.4% |
| 3M | -30.8% | +7.5% | -38.2% | -32.1% |
| 6M | -49.1% | +7.7% | -56.8% | -50.0% |
| YTD | -44.4% | -3.3% | -41.1% | -44.9% |
| All | -58.8% | +10.0% | -68.8% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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