-63.4%
LUMN vs RRC
+37.3%
-100.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -3.7% | -7.3% | -11.1% |
| 7D | -16.9% | -6.9% | -10.0% | -17.2% |
| 30D | -32.7% | +25.4% | -58.1% | -30.6% |
| 3M | -34.5% | +31.9% | -66.4% | -32.0% |
| 6M | -56.9% | +17.2% | -74.1% | -55.9% |
| YTD | -48.8% | +43.4% | -92.2% | -44.8% |
| 1Y | -63.4% | +36.7% | -100.1% | -60.9% |
| All | -63.4% | +37.3% | -100.7% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling