+515.4%
TRI vs LUMN
-19.1%
+534.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -7.9% | +2.5% | -10.4% | -8.1% |
| 30D | -4.5% | +10.3% | -14.8% | -5.4% |
| 3M | +22.1% | -18.3% | +40.4% | +23.8% |
| 6M | -2.8% | +4.4% | -7.1% | -4.6% |
| YTD | -23.4% | -10.7% | -12.7% | -24.4% |
| 1Y | -41.5% | +14.0% | -55.5% | -44.3% |
| 3Y | -19.2% | +406.6% | -425.8% | -45.6% |
| 5Y | -9.4% | -36.8% | +27.4% | -13.7% |
| 10Y | +195.6% | -56.2% | +251.7% | +175.1% |
| All | +515.4% | -19.1% | +534.5% | +304.2% |
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