+7,887.2%
TD vs LUMN
+66.0%
+7,821.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -0.5% | +2.5% | -3.1% | -0.9% |
| 30D | -1.9% | +10.3% | -12.2% | -3.4% |
| 3M | +4.8% | -18.3% | +23.0% | +7.2% |
| 6M | +28.0% | +4.4% | +23.6% | +25.4% |
| YTD | +30.3% | -10.7% | +41.0% | +28.7% |
| 1Y | +59.8% | +14.0% | +45.8% | +49.4% |
| 3Y | +124.7% | +406.6% | -281.9% | +27.1% |
| 5Y | +127.0% | -36.8% | +163.8% | +101.7% |
| 10Y | +303.2% | -56.2% | +359.4% | +252.7% |
| All | +7,887.2% | +66.0% | +7,821.3% | +4,421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling