+406.6%
LUMN vs RJF
+69.0%
+337.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.5% | -2.7% | +5.2% | +4.9% |
| 30D | +10.3% | -4.3% | +14.6% | +14.3% |
| 3M | -18.3% | +15.7% | -34.0% | -30.0% |
| 6M | +4.4% | +17.8% | -13.4% | -12.1% |
| YTD | -10.7% | +9.2% | -19.9% | -20.2% |
| 1Y | +14.0% | +2.8% | +11.2% | +7.4% |
| 3Y | +406.6% | +69.5% | +337.1% | +154.3% |
| All | +406.6% | +69.0% | +337.6% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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