+75.6%
TXN vs LUMN
-63.6%
+139.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -7.8% | -18.2% | +10.4% | -4.7% |
| 30D | -3.6% | -32.5% | +28.9% | +2.4% |
| 3M | +0.1% | -32.4% | +32.5% | +6.0% |
| 6M | -3.2% | -59.3% | +56.1% | +9.0% |
| YTD | +63.4% | -48.6% | +112.0% | +78.3% |
| 1Y | +75.6% | -63.5% | +139.1% | +102.2% |
| All | +75.6% | -63.6% | +139.2% | +102.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling