+127.4%
TLT vs LUMN
-0.9%
+128.3%
-48.4%
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 | -1.6% | +2.5% | -4.1% | -1.6% |
| 30D | -1.1% | +10.3% | -11.5% | -0.8% |
| 3M | -4.9% | -18.3% | +13.4% | -5.3% |
| 6M | -5.0% | +4.4% | -9.4% | -4.6% |
| YTD | -4.4% | -10.7% | +6.3% | -4.1% |
| 1Y | -6.4% | +14.0% | -20.3% | -5.0% |
| 3Y | -2.0% | +406.6% | -408.6% | +10.4% |
| 5Y | -35.0% | -36.8% | +1.8% | -35.9% |
| 10Y | -20.7% | -56.2% | +35.5% | -20.5% |
| All | +127.4% | -0.9% | +128.3% | +160.6% |
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