+54.2%
RGTI vs LUMN
-39.2%
+93.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | +0.5% | +2.5% | -2.1% | 0.0% |
| 30D | -17.1% | +10.3% | -27.4% | -18.4% |
| 3M | -26.0% | -18.3% | -7.7% | -23.9% |
| 6M | -9.9% | +4.4% | -14.2% | -10.0% |
| YTD | -31.1% | -10.7% | -20.4% | -30.2% |
| 1Y | -8.5% | +14.0% | -22.5% | -10.5% |
| 3Y | +652.2% | +406.6% | +245.6% | +479.0% |
| 5Y | +56.8% | -36.8% | +93.6% | +44.0% |
| All | +54.2% | -39.2% | +93.4% | +41.2% |
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