-48.0%
RDDT vs LUMN
-51.5%
+3.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | +3.5% | +2.5% | +1.0% | +2.9% |
| 30D | -33.7% | -10.1% | -23.6% | -33.1% |
| 3M | -37.7% | -36.1% | -1.6% | -33.9% |
| 6M | -36.1% | -56.5% | +20.4% | -30.0% |
| YTD | -57.2% | -47.4% | -9.8% | -52.2% |
| 1Y | -48.0% | -49.6% | +1.6% | -41.7% |
| All | -48.0% | -51.5% | +3.5% | -41.7% |
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 · 6 months rolling