+470.2%
TLN vs LUMN
+385.3%
+84.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -1.3% | +2.5% | -3.9% | -1.7% |
| 30D | -14.3% | +10.3% | -24.7% | -15.3% |
| 3M | -9.3% | -18.3% | +9.0% | -7.4% |
| 6M | -1.1% | +4.4% | -5.5% | -2.0% |
| YTD | -16.6% | -10.7% | -5.9% | -16.3% |
| 1Y | -22.0% | +14.0% | -36.0% | -23.9% |
| 3Y | +470.2% | +406.6% | +63.6% | +404.7% |
| All | +470.2% | +385.3% | +84.9% | +404.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling