+33.8%
RDW vs LUMN
+41.9%
-8.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.6% | +7.5% |
| 7D | +9.5% | +4.1% | +5.4% | +7.2% |
| 30D | -17.4% | +6.4% | -23.8% | -20.4% |
| 3M | -39.5% | -26.3% | -13.2% | -31.1% |
| 6M | +31.3% | +0.3% | +31.0% | +38.4% |
| YTD | +47.8% | -14.5% | +62.3% | +63.0% |
| 1Y | +33.8% | +29.7% | +4.2% | +52.0% |
| All | +33.8% | +41.9% | -8.0% | +52.0% |
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