-39.9%
LUMN vs RBA
+39.4%
-79.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | 0.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +10.3% | -2.9% | +13.3% | +11.6% |
| 3M | -18.3% | -20.9% | +2.7% | -8.8% |
| 6M | +4.4% | -17.7% | +22.0% | +13.9% |
| YTD | -10.7% | -18.2% | +7.5% | -3.1% |
| 1Y | +14.0% | -29.1% | +43.0% | +32.7% |
| 3Y | +406.6% | +29.5% | +377.0% | +336.5% |
| All | -39.9% | +39.4% | -79.3% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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