-39.9%
LUMN vs RGEN
-44.2%
+4.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +2.5% | -1.4% | +4.0% | +2.9% |
| 30D | +10.3% | -0.3% | +10.6% | +10.2% |
| 3M | -18.3% | +23.9% | -42.1% | -23.7% |
| 6M | +4.4% | +38.5% | -34.2% | -6.5% |
| YTD | -10.7% | +0.8% | -11.5% | -12.3% |
| 1Y | +14.0% | +38.2% | -24.3% | +1.2% |
| 3Y | +406.6% | +1.3% | +405.3% | +373.3% |
| All | -39.9% | -44.2% | +4.3% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling