+12,926.4%
TDG vs LUMN
-38.1%
+12,964.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -1.9% | +2.5% | -4.4% | -2.2% |
| 30D | -7.7% | +10.3% | -18.0% | -9.0% |
| 3M | -9.3% | -18.3% | +8.9% | -7.5% |
| 6M | -9.4% | +4.4% | -13.7% | -11.2% |
| YTD | -14.3% | -10.7% | -3.6% | -15.3% |
| 1Y | -11.8% | +14.0% | -25.8% | -17.2% |
| 3Y | +52.0% | +406.6% | -354.6% | -10.9% |
| 5Y | +128.8% | -36.8% | +165.6% | +118.3% |
| 10Y | +543.8% | -56.2% | +600.0% | +504.0% |
| All | +12,926.4% | -38.1% | +12,964.5% | +9,549.0% |
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