-56.5%
LUMN vs TXT
+107.7%
-164.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +0.8% |
| 7D | +2.5% | +2.5% | 0.0% | +1.3% |
| 30D | +10.3% | -8.9% | +19.2% | +15.5% |
| 3M | -18.3% | -13.6% | -4.7% | -12.5% |
| 6M | +4.4% | -13.1% | +17.5% | +11.2% |
| YTD | -10.7% | -7.0% | -3.7% | -8.6% |
| 1Y | +14.0% | -1.4% | +15.4% | +12.6% |
| 3Y | +406.6% | +7.0% | +399.6% | +384.8% |
| 5Y | -36.8% | +15.4% | -52.2% | -42.1% |
| All | -56.5% | +107.7% | -164.2% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling