+2.0%
RDW vs LUMN
-26.2%
+28.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.6% |
| 7D | +0.9% | +2.5% | -1.7% | +0.4% |
| 30D | -21.3% | +10.3% | -31.6% | -22.7% |
| 3M | -37.9% | -18.3% | -19.6% | -36.0% |
| 6M | +12.3% | +4.4% | +7.9% | +13.0% |
| YTD | +39.7% | -10.7% | +50.4% | +43.4% |
| 1Y | +25.7% | +14.0% | +11.7% | +24.0% |
| 3Y | +230.8% | +406.6% | -175.7% | +156.0% |
| 5Y | -8.8% | -36.8% | +28.0% | -9.0% |
| All | +2.0% | -26.2% | +28.2% | +2.6% |
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