-53.1%
TE vs LUMN
-33.3%
-19.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.3% |
| 7D | +0.2% | +2.5% | -2.3% | -0.3% |
| 30D | -5.9% | +10.3% | -16.3% | -7.8% |
| 3M | -45.6% | -18.3% | -27.3% | -43.7% |
| 6M | -43.4% | +4.4% | -47.7% | -43.7% |
| YTD | -31.0% | -10.7% | -20.3% | -30.1% |
| 1Y | +145.2% | +14.0% | +131.3% | +134.8% |
| 3Y | -24.1% | +406.6% | -430.6% | -47.4% |
| 5Y | -48.1% | -36.8% | -11.3% | -55.6% |
| All | -53.1% | -33.3% | -19.7% | -59.6% |
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 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