+11,431.0%
TYL vs LUMN
+151.3%
+11,279.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -11.5% | -1.4% | -10.1% | -11.4% |
| 30D | +3.9% | +6.7% | -2.9% | +2.9% |
| 3M | +10.8% | -17.6% | +28.3% | +12.7% |
| 6M | -5.3% | +1.6% | -6.9% | -7.4% |
| YTD | -26.1% | -12.4% | -13.7% | -27.2% |
| 1Y | -38.5% | +10.9% | -49.5% | -42.5% |
| 3Y | -14.5% | +379.6% | -394.0% | -49.0% |
| 5Y | -28.9% | -38.0% | +9.1% | -37.2% |
| 10Y | +99.7% | -57.0% | +156.7% | +72.0% |
| All | +11,431.0% | +151.3% | +11,279.7% | +4,572.6% |
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