-48.9%
TOST vs LUMN
-41.6%
-7.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -5.9% | -1.4% | -4.4% | -5.7% |
| 30D | -8.4% | +6.7% | -15.2% | -9.1% |
| 3M | +31.4% | -17.6% | +49.0% | +33.4% |
| 6M | +10.5% | +1.6% | +8.9% | +9.1% |
| YTD | -10.1% | -12.4% | +2.3% | -10.6% |
| 1Y | -19.9% | +10.9% | -30.9% | -23.4% |
| 3Y | +53.3% | +379.6% | -326.3% | +4.4% |
| All | -48.9% | -41.6% | -7.3% | -27.4% |
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 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