+349.0%
TECK vs LUMN
-55.8%
+404.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -3.8% | +2.5% | -6.4% | -4.2% |
| 30D | +0.7% | +10.3% | -9.6% | -0.8% |
| 3M | +4.6% | -18.3% | +22.9% | +7.0% |
| 6M | +25.1% | +4.4% | +20.8% | +23.5% |
| YTD | +39.2% | -10.7% | +49.9% | +38.7% |
| 1Y | +60.3% | +14.0% | +46.4% | +52.7% |
| 3Y | +62.9% | +406.6% | -343.7% | +2.7% |
| 5Y | +181.5% | -36.8% | +218.3% | +189.5% |
| All | +349.0% | -55.8% | +404.8% | +317.7% |
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