+584.5%
RIO vs LUMN
-55.8%
+640.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -3.2% | +2.5% | -5.7% | -3.4% |
| 30D | +0.9% | +10.3% | -9.4% | 0.0% |
| 3M | -1.4% | -18.3% | +16.8% | 0.0% |
| 6M | +10.9% | +4.4% | +6.6% | +9.9% |
| YTD | +31.2% | -10.7% | +41.9% | +30.7% |
| 1Y | +67.9% | +14.0% | +54.0% | +62.7% |
| 3Y | +88.8% | +406.6% | -317.8% | +36.2% |
| 5Y | +93.1% | -36.8% | +129.9% | +96.4% |
| All | +584.5% | -55.8% | +640.3% | +536.6% |
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