-19.9%
TMUS vs LUMN
-62.6%
+42.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.0% | +11.9% | +0.2% |
| 7D | +9.0% | -16.9% | +25.9% | +7.8% |
| 30D | -3.2% | -32.7% | +29.4% | -5.4% |
| 3M | -6.9% | -34.5% | +27.7% | -8.9% |
| 6M | -16.4% | -56.9% | +40.5% | -20.2% |
| YTD | -19.6% | -48.8% | +29.1% | -21.7% |
| 1Y | -19.9% | -63.4% | +43.4% | -23.9% |
| All | -19.9% | -62.6% | +42.7% | -23.9% |
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 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