+19.6%
TMO vs LUMN
+385.3%
-365.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -0.6% | +2.5% | -3.2% | -0.7% |
| 30D | +1.1% | +10.3% | -9.2% | +0.7% |
| 3M | +28.3% | -18.3% | +46.6% | +29.2% |
| 6M | +23.3% | +4.4% | +18.9% | +22.5% |
| YTD | +5.5% | -10.7% | +16.1% | +5.1% |
| 1Y | +24.5% | +14.0% | +10.6% | +22.2% |
| 3Y | +19.6% | +406.6% | -387.0% | +2.4% |
| All | +19.6% | +385.3% | -365.7% | +2.4% |
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