-56.5%
LUMN vs RRC
+4.9%
-61.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +2.5% | -1.8% | +4.3% | +2.8% |
| 30D | +10.3% | +2.7% | +7.7% | +9.8% |
| 3M | -18.3% | +8.8% | -27.1% | -19.7% |
| 6M | +4.4% | -1.2% | +5.5% | +4.1% |
| YTD | -10.7% | +17.6% | -28.2% | -14.0% |
| 1Y | +14.0% | +18.4% | -4.5% | +9.0% |
| 3Y | +406.6% | +33.1% | +373.5% | +372.0% |
| 5Y | -36.8% | +148.2% | -185.0% | -49.2% |
| All | -56.5% | +4.9% | -61.4% | -67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling