+30.0%
TXG vs LUMN
-33.4%
+63.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.0% |
| 7D | +9.5% | +2.5% | +7.0% | +9.1% |
| 30D | +18.8% | +10.3% | +8.4% | +16.9% |
| 3M | +136.1% | -18.3% | +154.4% | +142.7% |
| 6M | +235.2% | +4.4% | +230.9% | +231.0% |
| YTD | +320.5% | -10.7% | +331.2% | +319.2% |
| 1Y | +425.2% | +14.0% | +411.2% | +397.5% |
| 3Y | +42.9% | +406.6% | -363.7% | -7.9% |
| 5Y | -62.8% | -36.8% | -26.0% | -66.2% |
| All | +30.0% | -33.4% | +63.4% | +12.9% |
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 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