+203.6%
TGT vs LUMN
-55.8%
+259.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -5.2% | +2.5% | -7.7% | -5.5% |
| 30D | +1.2% | +10.3% | -9.1% | 0.0% |
| 3M | +18.4% | -18.3% | +36.6% | +20.4% |
| 6M | +33.4% | +4.4% | +29.1% | +31.5% |
| YTD | +63.8% | -10.7% | +74.5% | +62.6% |
| 1Y | +77.2% | +14.0% | +63.2% | +69.1% |
| 3Y | +41.8% | +406.6% | -364.8% | -3.4% |
| 5Y | -25.5% | -36.8% | +11.3% | -27.8% |
| All | +203.6% | -55.8% | +259.4% | +176.8% |
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