-49.7%
TSLQ vs LUMN
+42.5%
-92.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.0% | +14.0% | +11.2% |
| 7D | -5.8% | +12.1% | -17.9% | -1.1% |
| 30D | -22.1% | +11.3% | -33.4% | -17.9% |
| 3M | +10.1% | -31.6% | +41.7% | +0.5% |
| 6M | -6.8% | -2.7% | -4.0% | -1.6% |
| YTD | +8.5% | -12.9% | +21.4% | +13.9% |
| 1Y | -49.7% | +36.2% | -85.9% | -59.0% |
| All | -49.7% | +42.5% | -92.3% | -59.0% |
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