+26.5%
RIO vs LUMN
-62.6%
+89.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -11.0% | +9.3% | -0.5% |
| 7D | -0.1% | -16.9% | +16.8% | +1.7% |
| 30D | -13.3% | -32.7% | +19.4% | -9.9% |
| 3M | -16.3% | -34.5% | +18.3% | -13.0% |
| 6M | -15.4% | -56.9% | +41.4% | -8.2% |
| YTD | +9.2% | -48.8% | +57.9% | +14.9% |
| 1Y | +26.5% | -63.4% | +89.9% | +36.5% |
| All | +26.5% | -62.6% | +89.1% | +36.5% |
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