+406.6%
LUMN vs RGEN
+2.2%
+404.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +2.5% | -1.4% | +4.0% | +3.0% |
| 30D | +10.3% | -0.3% | +10.6% | +10.1% |
| 3M | -18.3% | +23.9% | -42.1% | -25.9% |
| 6M | +4.4% | +38.5% | -34.2% | -11.2% |
| YTD | -10.7% | +0.8% | -11.5% | -12.5% |
| 1Y | +14.0% | +38.2% | -24.3% | -5.0% |
| 3Y | +406.6% | +1.3% | +405.3% | +413.5% |
| All | +406.6% | +2.2% | +404.4% | +413.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling