+7,482.9%
TPR vs LUMN
-25.3%
+7,508.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.8% |
| 7D | -3.0% | +2.5% | -5.5% | -3.5% |
| 30D | -22.6% | +10.3% | -33.0% | -24.6% |
| 3M | -18.2% | -18.3% | +0.1% | -15.4% |
| 6M | -18.0% | +4.4% | -22.3% | -20.5% |
| YTD | -6.4% | -10.7% | +4.3% | -8.2% |
| 1Y | +12.3% | +14.0% | -1.7% | +0.8% |
| 3Y | +298.7% | +406.6% | -107.9% | +62.9% |
| 5Y | +232.5% | -36.8% | +269.3% | +180.8% |
| 10Y | +323.8% | -56.2% | +379.9% | +257.7% |
| All | +7,482.9% | -25.3% | +7,508.1% | +4,030.8% |
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