+3,234.6%
TRMB vs LUMN
+183.1%
+3,051.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | -3.0% | +2.5% | -5.6% | -3.5% |
| 30D | +2.3% | +10.3% | -8.0% | +0.1% |
| 3M | +15.3% | -18.3% | +33.6% | +18.9% |
| 6M | -14.7% | +4.4% | -19.1% | -17.4% |
| YTD | -26.4% | -10.7% | -15.7% | -27.8% |
| 1Y | -30.4% | +14.0% | -44.4% | -36.5% |
| 3Y | +13.5% | +406.6% | -393.0% | -43.2% |
| 5Y | -38.6% | -36.8% | -1.8% | -48.2% |
| 10Y | +121.8% | -56.2% | +177.9% | +82.9% |
| All | +3,234.6% | +183.1% | +3,051.4% | +1,719.0% |
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