+34.3%
TRV vs LUMN
+42.5%
-8.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.4% |
| 7D | -0.1% | +12.1% | -12.2% | +0.4% |
| 30D | -3.4% | +11.3% | -14.8% | -2.8% |
| 3M | +26.4% | -31.6% | +58.0% | +25.3% |
| 6M | +19.3% | -2.7% | +22.0% | +19.5% |
| YTD | +28.3% | -12.9% | +41.2% | +28.2% |
| 1Y | +34.3% | +36.2% | -1.9% | +28.7% |
| All | +34.3% | +42.5% | -8.2% | +28.7% |
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