-9.7%
TRU vs LUMN
+42.5%
-52.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.9% |
| 7D | -6.8% | +12.1% | -18.8% | -6.7% |
| 30D | 0.0% | +11.3% | -11.3% | +0.1% |
| 3M | +13.3% | -31.6% | +44.9% | +14.2% |
| 6M | +3.4% | -2.7% | +6.2% | +2.9% |
| YTD | -6.4% | -12.9% | +6.5% | -7.1% |
| 1Y | -9.7% | +36.2% | -45.9% | -4.9% |
| All | -9.7% | +42.5% | -52.2% | -4.9% |
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