+212.8%
RDDT vs LUMN
+287.7%
-74.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | +2.1% | +2.5% | -0.4% | +2.0% |
| 30D | +2.8% | +10.3% | -7.5% | +2.3% |
| 3M | -8.9% | -18.3% | +9.3% | -8.3% |
| 6M | +15.1% | +4.4% | +10.7% | +14.9% |
| YTD | -31.4% | -10.7% | -20.7% | -31.2% |
| 1Y | -39.4% | +14.0% | -53.4% | -39.7% |
| All | +212.8% | +287.7% | -74.9% | +240.9% |
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