-75.5%
RAM vs LUMN
-44.4%
-31.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +8.3% | +5.2% | +2.3% |
| 7D | -23.6% | -10.6% | -13.1% | -8.5% |
| 30D | -52.2% | -18.2% | -34.0% | -35.9% |
| 3M | -43.9% | -30.8% | -13.2% | -14.1% |
| All | -75.5% | -44.4% | -31.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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 · Available span rolling