+37.7%
THC vs LUMN
+42.5%
-4.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.7% |
| 7D | -0.7% | +12.1% | -12.7% | -1.0% |
| 30D | +1.3% | +11.3% | -10.1% | +0.8% |
| 3M | +64.2% | -31.6% | +95.9% | +68.1% |
| 6M | +8.3% | -2.7% | +11.0% | +8.4% |
| YTD | +33.4% | -12.9% | +46.2% | +33.5% |
| 1Y | +37.7% | +36.2% | +1.5% | +30.8% |
| All | +37.7% | +42.5% | -4.9% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling