-16.7%
TLN vs LUMN
+42.5%
-59.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.0% | +5.8% | +4.2% |
| 7D | +7.1% | +12.1% | -5.0% | +4.1% |
| 30D | -3.9% | +11.3% | -15.2% | -6.4% |
| 3M | -16.2% | -31.6% | +15.5% | -9.3% |
| 6M | -5.8% | -2.7% | -3.1% | -6.2% |
| YTD | -15.4% | -12.9% | -2.6% | -14.4% |
| 1Y | -16.7% | +36.2% | -52.9% | -17.5% |
| All | -16.7% | +42.5% | -59.2% | -17.5% |
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