+91.5%
RIO vs LUMN
-37.8%
+129.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -3.2% | +2.5% | -5.7% | -3.3% |
| 30D | +0.9% | +10.3% | -9.4% | +0.4% |
| 3M | -1.4% | -18.3% | +16.8% | -0.6% |
| 6M | +10.9% | +4.4% | +6.6% | +10.5% |
| YTD | +31.2% | -10.7% | +41.9% | +31.0% |
| 1Y | +67.9% | +14.0% | +54.0% | +65.6% |
| 3Y | +88.8% | +406.6% | -317.8% | +62.2% |
| All | +91.5% | -37.8% | +129.4% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling