+155.2%
LUMN vs RJF
+48,495.2%
-48,339.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.5% | -2.7% | +5.2% | +3.3% |
| 30D | +10.3% | -4.3% | +14.6% | +11.7% |
| 3M | -18.3% | +15.7% | -34.0% | -22.1% |
| 6M | +4.4% | +17.8% | -13.4% | -0.9% |
| YTD | -10.7% | +9.2% | -19.9% | -13.5% |
| 1Y | +14.0% | +2.8% | +11.2% | +12.2% |
| 3Y | +406.6% | +69.5% | +337.1% | +340.1% |
| 5Y | -36.8% | +105.9% | -142.7% | -48.1% |
| 10Y | -56.2% | +424.9% | -481.0% | -71.9% |
| All | +155.2% | +48,495.2% | -48,339.9% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling