+70.2%
TRGP vs LUMN
-62.6%
+132.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -11.0% | +6.3% | -4.7% |
| 7D | -12.6% | -16.9% | +4.3% | -12.8% |
| 30D | -4.5% | -32.7% | +28.2% | -5.0% |
| 3M | +4.9% | -34.5% | +39.5% | +4.3% |
| 6M | +5.6% | -56.9% | +62.5% | +4.3% |
| YTD | +50.1% | -48.8% | +98.9% | +47.7% |
| 1Y | +70.2% | -63.4% | +133.6% | +63.1% |
| All | +70.2% | -62.6% | +132.9% | +63.1% |
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 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