+303.8%
TD vs LUMN
-55.8%
+359.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -0.5% | +2.5% | -3.1% | -0.8% |
| 30D | -1.9% | +10.3% | -12.2% | -2.8% |
| 3M | +4.8% | -18.3% | +23.0% | +6.2% |
| 6M | +28.0% | +4.4% | +23.6% | +26.5% |
| YTD | +30.3% | -10.7% | +41.0% | +29.5% |
| 1Y | +59.8% | +14.0% | +45.8% | +53.8% |
| 3Y | +124.7% | +406.6% | -281.9% | +59.2% |
| 5Y | +127.0% | -36.8% | +163.8% | +127.7% |
| All | +303.8% | -55.8% | +359.6% | +274.1% |
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