-39.9%
LUMN vs TKO
+291.2%
-331.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | +2.5% | +2.3% | +0.2% | +1.8% |
| 30D | +10.3% | -2.5% | +12.8% | +11.0% |
| 3M | -18.3% | -10.6% | -7.7% | -15.9% |
| 6M | +4.4% | -5.1% | +9.4% | +5.4% |
| YTD | -10.7% | -8.2% | -2.5% | -9.4% |
| 1Y | +14.0% | -4.4% | +18.4% | +13.9% |
| 3Y | +406.6% | +100.4% | +306.2% | +306.4% |
| All | -39.9% | +291.2% | -331.1% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling