+406.6%
LUMN vs RVTY
+17.0%
+389.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.8% |
| 7D | +2.5% | -4.5% | +7.0% | +4.4% |
| 30D | +10.3% | +5.5% | +4.9% | +7.9% |
| 3M | -18.3% | +22.5% | -40.8% | -25.4% |
| 6M | +4.4% | +38.9% | -34.5% | -10.3% |
| YTD | -10.7% | +28.7% | -39.4% | -20.7% |
| 1Y | +14.0% | +45.5% | -31.5% | -4.5% |
| 3Y | +406.6% | +16.4% | +390.2% | +348.5% |
| All | +406.6% | +17.0% | +389.5% | +348.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling