+40.7%
THC vs LUMN
-59.3%
+100.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -5.9% | +15.5% | +9.8% |
| 7D | +8.8% | -6.9% | +15.7% | +9.1% |
| 30D | +12.6% | -20.5% | +33.1% | +13.6% |
| 3M | +15.4% | -33.4% | +48.7% | +17.2% |
| 6M | +57.7% | -52.1% | +109.8% | +64.2% |
| YTD | +47.1% | -42.5% | +89.5% | +49.3% |
| 1Y | +40.7% | -57.6% | +98.3% | +43.4% |
| All | +40.7% | -59.3% | +100.0% | +43.4% |
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