-27.7%
TYL vs LUMN
-37.8%
+10.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | +0.3% |
| 7D | -7.5% | +2.5% | -10.0% | -7.6% |
| 30D | +6.0% | +10.3% | -4.3% | +5.6% |
| 3M | +13.9% | -18.3% | +32.2% | +14.6% |
| 6M | -3.3% | +4.4% | -7.7% | -4.2% |
| YTD | -25.8% | -10.7% | -15.2% | -26.3% |
| 1Y | -39.2% | +14.0% | -53.2% | -40.8% |
| 3Y | -13.2% | +406.6% | -419.7% | -30.3% |
| All | -27.7% | -37.8% | +10.1% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling