-26.7%
RIOT vs LUMN
-37.8%
+11.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.0% |
| 7D | -1.5% | +2.5% | -4.0% | -2.1% |
| 30D | +5.7% | +10.3% | -4.7% | +3.0% |
| 3M | -17.9% | -18.3% | +0.4% | -14.0% |
| 6M | +45.0% | +4.4% | +40.6% | +42.8% |
| YTD | +69.5% | -10.7% | +80.1% | +71.4% |
| 1Y | +37.2% | +14.0% | +23.2% | +31.5% |
| 3Y | +111.7% | +406.6% | -294.8% | +26.1% |
| All | -26.7% | -37.8% | +11.1% | +11.2% |
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 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