+4,460.8%
RCL vs LUMN
+78.8%
+4,382.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -1.9% | +2.5% | -4.4% | -2.5% |
| 30D | -15.5% | +10.3% | -25.9% | -17.9% |
| 3M | -9.7% | -18.3% | +8.6% | -6.0% |
| 6M | -8.7% | +4.4% | -13.1% | -11.5% |
| YTD | -5.8% | -10.7% | +4.9% | -7.2% |
| 1Y | -24.5% | +14.0% | -38.4% | -32.5% |
| 3Y | +173.9% | +406.6% | -232.7% | +7.4% |
| 5Y | +228.0% | -36.8% | +264.8% | +164.8% |
| 10Y | +343.2% | -56.2% | +399.3% | +262.6% |
| All | +4,460.8% | +78.8% | +4,382.1% | +2,327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling