-34.5%
RBLX vs LUMN
-43.7%
+9.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | +5.1% | +2.5% | +2.5% | +4.8% |
| 30D | +28.0% | +10.3% | +17.7% | +26.6% |
| 3M | +4.6% | -18.3% | +22.9% | +6.5% |
| 6M | -24.7% | +4.4% | -29.0% | -25.7% |
| YTD | -43.8% | -10.7% | -33.2% | -44.2% |
| 1Y | -65.8% | +14.0% | -79.7% | -67.1% |
| 3Y | +59.4% | +406.6% | -347.2% | +9.0% |
| 5Y | -48.2% | -36.8% | -11.4% | -34.3% |
| All | -34.5% | -43.7% | +9.2% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling