+4.4%
LUMN vs TXT
-11.7%
+16.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.0% |
| 7D | +2.5% | +2.5% | 0.0% | +1.5% |
| 30D | +10.3% | -8.9% | +19.2% | +14.5% |
| 3M | -18.3% | -13.6% | -4.7% | -13.9% |
| 6M | +4.4% | -13.1% | +17.5% | +11.4% |
| All | +4.4% | -11.7% | +16.0% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling