+19.4%
TMO vs LUMN
-55.5%
+74.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.3% | +3.7% | -2.3% |
| 7D | +3.3% | +4.8% | -1.5% | +3.1% |
| 30D | +5.5% | -16.4% | +21.9% | +5.8% |
| 3M | +16.1% | -33.7% | +49.8% | +16.9% |
| 6M | +52.6% | -51.9% | +104.5% | +55.4% |
| YTD | +21.0% | -46.3% | +67.4% | +22.2% |
| 1Y | +19.4% | -51.2% | +70.6% | +20.6% |
| All | +19.4% | -55.5% | +74.9% | +20.6% |
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 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