+218.7%
TRU vs LUMN
-57.4%
+276.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -2.7% | +2.5% | -5.2% | -3.0% |
| 30D | -2.0% | +10.3% | -12.4% | -3.2% |
| 3M | +18.4% | -18.3% | +36.7% | +20.5% |
| 6M | +8.9% | +4.4% | +4.5% | +6.8% |
| YTD | -8.9% | -10.7% | +1.7% | -10.0% |
| 1Y | -15.9% | +14.0% | -29.8% | -20.5% |
| 3Y | -1.1% | +406.6% | -407.7% | -34.1% |
| 5Y | -35.2% | -36.8% | +1.6% | -37.6% |
| 10Y | +145.3% | -56.2% | +201.5% | +130.7% |
| All | +218.7% | -57.4% | +276.0% | +195.6% |
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