-6.8%
TSN vs LUMN
-55.8%
+49.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +3.0% | +2.5% | +0.5% | +2.9% |
| 30D | -4.2% | +10.3% | -14.5% | -4.7% |
| 3M | -3.9% | -18.3% | +14.4% | -3.1% |
| 6M | -9.8% | +4.4% | -14.2% | -10.5% |
| YTD | -7.3% | -10.7% | +3.4% | -7.7% |
| 1Y | -2.2% | +14.0% | -16.2% | -4.6% |
| 3Y | +11.9% | +406.6% | -394.7% | -12.8% |
| 5Y | -16.9% | -36.8% | +19.9% | -15.1% |
| All | -6.8% | -55.8% | +49.0% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling