-56.5%
LUMN vs RGEN
+415.7%
-472.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +2.5% | -1.4% | +4.0% | +2.8% |
| 30D | +10.3% | -0.3% | +10.6% | +10.3% |
| 3M | -18.3% | +23.9% | -42.1% | -22.5% |
| 6M | +4.4% | +38.5% | -34.2% | -4.1% |
| YTD | -10.7% | +0.8% | -11.5% | -12.0% |
| 1Y | +14.0% | +38.2% | -24.3% | +4.2% |
| 3Y | +406.6% | +1.3% | +405.3% | +382.6% |
| 5Y | -36.8% | -44.0% | +7.2% | -37.6% |
| All | -56.5% | +415.7% | -472.2% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling