+394.9%
TTWO vs LUMN
-55.8%
+450.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | +0.4% | +2.5% | -2.1% | +0.2% |
| 30D | -11.3% | +10.3% | -21.7% | -11.8% |
| 3M | +1.6% | -18.3% | +19.9% | +2.4% |
| 6M | +2.1% | +4.4% | -2.3% | +1.4% |
| YTD | -15.8% | -10.7% | -5.2% | -16.0% |
| 1Y | -12.6% | +14.0% | -26.6% | -14.3% |
| 3Y | +48.2% | +406.6% | -358.4% | +25.3% |
| 5Y | +40.0% | -36.8% | +76.8% | +40.7% |
| All | +394.9% | -55.8% | +450.7% | +379.7% |
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