-39.9%
LUMN vs RNG
-68.4%
+28.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +2.5% | -6.1% | +8.6% | +3.9% |
| 30D | +10.3% | +9.6% | +0.7% | +8.0% |
| 3M | -18.3% | +83.3% | -101.6% | -29.6% |
| 6M | +4.4% | +77.9% | -73.6% | -10.9% |
| YTD | -10.7% | +139.9% | -150.6% | -30.9% |
| 1Y | +14.0% | +121.7% | -107.7% | -10.2% |
| 3Y | +406.6% | +121.9% | +284.7% | +285.5% |
| All | -39.9% | -68.4% | +28.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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