-42.2%
RIG vs LUMN
-55.8%
+13.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | -3.1% | +2.5% | -5.6% | -3.6% |
| 30D | -0.5% | +10.3% | -10.9% | -2.8% |
| 3M | -6.0% | -18.3% | +12.3% | -2.5% |
| 6M | -10.1% | +4.4% | -14.5% | -13.1% |
| YTD | +37.3% | -10.7% | +48.0% | +34.8% |
| 1Y | +73.9% | +14.0% | +60.0% | +57.5% |
| 3Y | -30.2% | +406.6% | -436.7% | -71.4% |
| 5Y | +62.5% | -36.8% | +99.3% | +67.3% |
| All | -42.2% | -55.8% | +13.6% | -38.0% |
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 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