+2,176.2%
TRGP vs LUMN
-58.8%
+2,235.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +0.1% | +2.5% | -2.4% | -0.3% |
| 30D | +8.0% | +10.3% | -2.3% | +6.2% |
| 3M | +8.3% | -18.3% | +26.5% | +10.9% |
| 6M | +23.9% | +4.4% | +19.5% | +20.5% |
| YTD | +59.6% | -10.7% | +70.3% | +56.6% |
| 1Y | +79.4% | +14.0% | +65.5% | +65.0% |
| 3Y | +269.4% | +406.6% | -137.1% | +90.2% |
| 5Y | +641.6% | -36.8% | +678.4% | +621.2% |
| 10Y | +845.2% | -56.2% | +901.4% | +859.0% |
| All | +2,176.2% | -58.8% | +2,235.0% | +1,812.5% |
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