-52.7%
TSLL vs LUMN
-35.2%
-17.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | +6.1% | +2.5% | +3.6% | +5.6% |
| 30D | +20.6% | +10.3% | +10.3% | +18.3% |
| 3M | -25.4% | -18.3% | -7.2% | -22.4% |
| 6M | -34.2% | +4.4% | -38.6% | -34.4% |
| YTD | -48.4% | -10.7% | -37.7% | -47.7% |
| 1Y | -30.8% | +14.0% | -44.8% | -32.7% |
| 3Y | -37.4% | +406.6% | -444.0% | -45.5% |
| All | -52.7% | -35.2% | -17.5% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling