+21,202.8%
TXN vs LUMN
+156.1%
+21,046.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.5% |
| 7D | +4.0% | +2.5% | +1.5% | +3.5% |
| 30D | -2.9% | +10.3% | -13.2% | -4.8% |
| 3M | -9.1% | -18.3% | +9.2% | -5.9% |
| 6M | +36.6% | +4.4% | +32.3% | +33.8% |
| YTD | +57.5% | -10.7% | +68.2% | +55.8% |
| 1Y | +49.5% | +14.0% | +35.6% | +38.0% |
| 3Y | +76.5% | +406.6% | -330.0% | -10.6% |
| 5Y | +62.4% | -36.8% | +99.2% | +38.8% |
| 10Y | +429.7% | -56.2% | +485.9% | +338.6% |
| All | +21,202.8% | +156.1% | +21,046.6% | +9,413.0% |
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