+36.2%
LUMN vs RGEN
+45.2%
-9.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | +12.1% | -4.9% | +17.0% | +12.4% |
| 30D | +11.3% | +5.7% | +5.7% | +10.8% |
| 3M | -31.6% | +32.4% | -64.1% | -33.7% |
| 6M | -2.7% | +33.2% | -35.9% | -5.8% |
| YTD | -12.9% | +2.3% | -15.2% | -12.6% |
| 1Y | +36.2% | +39.0% | -2.8% | +42.0% |
| All | +36.2% | +45.2% | -9.0% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling