-20.7%
TLT vs LUMN
-55.8%
+35.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -1.6% | +2.5% | -4.1% | -1.6% |
| 30D | -1.1% | +10.3% | -11.5% | -1.0% |
| 3M | -4.9% | -18.3% | +13.4% | -5.1% |
| 6M | -5.0% | +4.4% | -9.4% | -4.8% |
| YTD | -4.4% | -10.7% | +6.3% | -4.2% |
| 1Y | -6.4% | +14.0% | -20.3% | -5.7% |
| 3Y | -2.0% | +406.6% | -408.6% | +3.4% |
| 5Y | -35.0% | -36.8% | +1.8% | -37.1% |
| All | -20.7% | -55.8% | +35.1% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling