+191.1%
TRI vs LUMN
-55.8%
+246.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | -7.9% | +2.5% | -10.4% | -8.0% |
| 30D | -4.5% | +10.3% | -14.8% | -4.9% |
| 3M | +22.1% | -18.3% | +40.4% | +22.8% |
| 6M | -2.8% | +4.4% | -7.1% | -3.6% |
| YTD | -23.4% | -10.7% | -12.7% | -23.8% |
| 1Y | -41.5% | +14.0% | -55.5% | -42.7% |
| 3Y | -19.2% | +406.6% | -425.8% | -31.8% |
| 5Y | -9.4% | -36.8% | +27.4% | -8.9% |
| All | +191.1% | -55.8% | +246.9% | +176.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling