+322.3%
TMUS vs LUMN
-50.0%
+372.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.7% |
| 7D | +0.4% | +2.5% | -2.1% | +0.2% |
| 30D | +3.5% | +10.3% | -6.8% | +2.5% |
| 3M | -1.3% | -18.3% | +16.9% | +0.2% |
| 6M | -13.6% | +4.4% | -18.0% | -15.1% |
| YTD | -8.8% | -10.7% | +1.9% | -9.9% |
| 1Y | -22.9% | +14.0% | -36.8% | -27.2% |
| 3Y | +36.7% | +406.6% | -369.8% | -14.7% |
| 5Y | +46.6% | -36.8% | +83.4% | +42.2% |
| 10Y | +329.6% | -56.2% | +385.8% | +308.2% |
| All | +322.3% | -50.0% | +372.3% | +261.3% |
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