+116.2%
TT vs LUMN
+385.3%
-269.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -1.2% | +2.5% | -3.7% | -1.3% |
| 30D | -7.3% | +10.3% | -17.6% | -7.8% |
| 3M | -3.6% | -18.3% | +14.7% | -2.8% |
| 6M | +2.8% | +4.4% | -1.6% | +2.4% |
| YTD | +14.5% | -10.7% | +25.2% | +14.2% |
| 1Y | +7.4% | +14.0% | -6.5% | +5.8% |
| 3Y | +116.2% | +406.6% | -290.3% | +115.1% |
| All | +116.2% | +385.3% | -269.1% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling