+446.8%
TTMI vs LUMN
-7.7%
+454.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.4% | +2.9% |
| 7D | +0.7% | +2.5% | -1.8% | 0.0% |
| 30D | -8.4% | +10.3% | -18.8% | -10.7% |
| 3M | -32.5% | -18.3% | -14.2% | -28.9% |
| 6M | +32.5% | +4.4% | +28.1% | +30.7% |
| YTD | +83.2% | -10.7% | +93.9% | +84.8% |
| 1Y | +161.7% | +14.0% | +147.7% | +144.8% |
| 3Y | +890.1% | +406.6% | +483.6% | +326.5% |
| 5Y | +832.4% | -36.8% | +869.2% | +748.4% |
| 10Y | +1,115.8% | -56.2% | +1,171.9% | +974.0% |
| All | +446.8% | -7.7% | +454.5% | +136.0% |
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 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