-32.7%
TRMB vs LUMN
-58.0%
+25.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.9% | -11.4% | -16.7% |
| 7D | -15.7% | -6.9% | -8.8% | -15.0% |
| 30D | -7.8% | -20.5% | +12.7% | -5.9% |
| 3M | -9.3% | -33.4% | +24.1% | -6.4% |
| 6M | -20.8% | -52.1% | +31.3% | -16.0% |
| YTD | -30.8% | -42.5% | +11.7% | -29.3% |
| All | -32.7% | -58.0% | +25.4% | -29.7% |
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