-7.0%
LUMN vs RBA
+3,568.2%
-3,575.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +10.3% | -2.9% | +13.3% | +11.0% |
| 3M | -18.3% | -20.9% | +2.7% | -13.7% |
| 6M | +4.4% | -17.7% | +22.0% | +9.1% |
| YTD | -10.7% | -18.2% | +7.5% | -6.8% |
| 1Y | +14.0% | -29.1% | +43.0% | +22.7% |
| 3Y | +406.6% | +29.5% | +377.0% | +377.4% |
| 5Y | -36.8% | +40.2% | -77.0% | -42.1% |
| 10Y | -56.2% | +203.0% | -259.1% | -66.4% |
| All | -7.0% | +3,568.2% | -3,575.1% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling