-13.6%
TMUS vs LUMN
+3.9%
-17.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +3.1% |
| 7D | +0.4% | +2.5% | -2.1% | +0.6% |
| 30D | +3.5% | +10.3% | -6.8% | +4.4% |
| 3M | -1.3% | -18.3% | +16.9% | -2.2% |
| 6M | -13.6% | +4.4% | -18.0% | -13.1% |
| All | -13.6% | +3.9% | -17.5% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling