+496.1%
THC vs LUMN
+156.1%
+340.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -0.5% | +2.5% | -3.0% | -0.9% |
| 30D | -1.2% | +10.3% | -11.5% | -3.1% |
| 3M | +52.3% | -18.3% | +70.5% | +56.1% |
| 6M | +12.4% | +4.4% | +8.0% | +9.3% |
| YTD | +32.7% | -10.7% | +43.4% | +30.5% |
| 1Y | +36.4% | +14.0% | +22.4% | +25.4% |
| 3Y | +259.3% | +406.6% | -147.3% | +84.3% |
| 5Y | +262.7% | -36.8% | +299.5% | +208.3% |
| 10Y | +1,016.4% | -56.2% | +1,072.6% | +863.2% |
| All | +496.1% | +156.1% | +340.0% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling