+54.6%
TEM vs LUMN
+495.8%
-441.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.2% |
| 7D | -3.7% | +3.8% | -7.6% | -4.4% |
| 30D | +19.4% | +4.6% | +14.8% | +18.3% |
| 3M | +30.1% | -17.2% | +47.3% | +34.1% |
| 6M | +24.5% | +5.9% | +18.6% | +22.4% |
| YTD | +5.4% | -9.5% | +14.9% | +5.2% |
| 1Y | -28.0% | +16.2% | -44.2% | -32.0% |
| All | +54.6% | +495.8% | -441.2% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling