+537.0%
TDG vs LUMN
-55.8%
+592.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -1.9% | +2.5% | -4.4% | -2.1% |
| 30D | -7.7% | +10.3% | -18.0% | -8.5% |
| 3M | -9.3% | -18.3% | +8.9% | -8.1% |
| 6M | -9.4% | +4.4% | -13.7% | -10.6% |
| YTD | -14.3% | -10.7% | -3.6% | -14.8% |
| 1Y | -11.8% | +14.0% | -25.8% | -15.3% |
| 3Y | +52.0% | +406.6% | -354.6% | +7.4% |
| 5Y | +128.8% | -36.8% | +165.6% | +135.9% |
| All | +537.0% | -55.8% | +592.8% | +506.6% |
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