-39.9%
LUMN vs RVTY
-33.1%
-6.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.3% |
| 6M | +4.4% | +38.9% | -34.5% | -10.0% |
| YTD | -10.7% | +28.7% | -39.4% | -20.6% |
| 1Y | +14.0% | +45.5% | -31.5% | -4.2% |
| 3Y | +406.6% | +16.4% | +390.2% | +352.1% |
| All | -39.9% | -33.1% | -6.8% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling