+15,627.5%
TT vs LUMN
+156.1%
+15,471.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -1.2% | +2.5% | -3.7% | -1.6% |
| 30D | -7.3% | +10.3% | -17.6% | -9.0% |
| 3M | -3.6% | -18.3% | +14.7% | -0.9% |
| 6M | +2.8% | +4.4% | -1.6% | +0.5% |
| YTD | +14.5% | -10.7% | +25.2% | +12.9% |
| 1Y | +7.4% | +14.0% | -6.5% | -0.4% |
| 3Y | +116.2% | +406.6% | -290.3% | +15.3% |
| 5Y | +147.4% | -36.8% | +184.2% | +117.8% |
| 10Y | +953.3% | -56.2% | +1,009.5% | +803.1% |
| All | +15,627.5% | +156.1% | +15,471.3% | +7,303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling