-56.5%
LUMN vs RVTY
+145.6%
-202.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.9% |
| 7D | +2.5% | -4.5% | +7.0% | +4.1% |
| 30D | +10.3% | +5.5% | +4.9% | +8.2% |
| 3M | -18.3% | +22.5% | -40.8% | -24.3% |
| 6M | +4.4% | +38.9% | -34.5% | -7.9% |
| YTD | -10.7% | +28.7% | -39.4% | -19.1% |
| 1Y | +14.0% | +45.5% | -31.5% | -1.5% |
| 3Y | +406.6% | +16.4% | +390.2% | +362.3% |
| 5Y | -36.8% | -32.7% | -4.1% | -34.0% |
| All | -56.5% | +145.6% | -202.1% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling