-58.8%
LUMN vs RVTY
+75.0%
-133.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -5.2% |
| 7D | -6.9% | -3.6% | -3.3% | -5.9% |
| 30D | -20.5% | +1.4% | -21.8% | -20.9% |
| 3M | -33.4% | +43.2% | -76.6% | -41.6% |
| 6M | -52.1% | +84.5% | -136.6% | -62.7% |
| YTD | -42.5% | +65.2% | -107.7% | -51.6% |
| All | -58.8% | +75.0% | -133.9% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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