+42.1%
TRV vs LUMN
-60.4%
+102.5%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.3% | +0.5% |
| 7D | -0.9% | -10.6% | +9.7% | -1.5% |
| 30D | +7.2% | -18.2% | +25.4% | +6.1% |
| 3M | +3.2% | -30.8% | +34.0% | +1.4% |
| 6M | +33.6% | -49.1% | +82.7% | +29.8% |
| YTD | +37.8% | -44.4% | +82.2% | +34.2% |
| All | +42.1% | -60.4% | +102.5% | +36.2% |
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