-10.1%
TDG vs LUMN
+44.7%
-54.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | -2.0% | +12.1% | -14.1% | -2.2% |
| 30D | -7.4% | +11.3% | -18.7% | -7.6% |
| 3M | -5.4% | -31.6% | +26.2% | -4.5% |
| 6M | -11.6% | -2.7% | -8.9% | -11.9% |
| YTD | -12.6% | -12.9% | +0.3% | -12.5% |
| All | -10.1% | +44.7% | -54.8% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling