-57.6%
LUMN vs TXT
+9.2%
-66.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.6% |
| 7D | -6.9% | +10.6% | -17.5% | -9.6% |
| 30D | -20.5% | +14.4% | -34.9% | -23.7% |
| 3M | -33.4% | -2.7% | -30.6% | -32.2% |
| 6M | -52.1% | -4.7% | -47.4% | -51.1% |
| YTD | -42.5% | -0.5% | -41.9% | -42.9% |
| 1Y | -57.6% | +8.7% | -66.3% | -61.9% |
| All | -57.6% | +9.2% | -66.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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