+70.3%
T vs LUMN
-55.8%
+126.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.8% |
| 7D | +1.5% | +2.5% | -1.0% | +1.3% |
| 30D | +7.5% | +10.3% | -2.9% | +6.5% |
| 3M | +14.8% | -18.3% | +33.1% | +16.3% |
| 6M | -1.7% | +4.4% | -6.1% | -3.1% |
| YTD | +8.7% | -10.7% | +19.4% | +7.6% |
| 1Y | -7.5% | +14.0% | -21.4% | -11.6% |
| 3Y | +110.2% | +406.6% | -296.3% | +38.2% |
| 5Y | +71.6% | -36.8% | +108.4% | +74.4% |
| All | +70.3% | -55.8% | +126.1% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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