-40.9%
TSCO vs LUMN
+42.5%
-83.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +1.1% |
| 7D | +0.8% | +12.1% | -11.3% | +1.0% |
| 30D | +5.5% | +11.3% | -5.9% | +5.7% |
| 3M | +20.0% | -31.6% | +51.6% | +19.8% |
| 6M | -29.8% | -2.7% | -27.1% | -29.6% |
| YTD | -28.7% | -12.9% | -15.8% | -28.7% |
| 1Y | -40.9% | +36.2% | -77.1% | -40.0% |
| All | -40.9% | +42.5% | -83.4% | -40.0% |
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 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