+791.7%
RIOT vs LUMN
-60.2%
+851.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | -17.9% | -18.3% | +0.4% | -14.0% |
| 6M | +45.0% | +4.4% | +40.6% | +42.7% |
| YTD | +69.5% | -10.7% | +80.1% | +71.5% |
| 1Y | +37.2% | +14.0% | +23.2% | +30.9% |
| 3Y | +111.7% | +406.6% | -294.8% | +20.0% |
| 5Y | -27.5% | -36.8% | +9.3% | -25.7% |
| 10Y | +511.1% | -56.2% | +567.2% | +427.0% |
| All | +791.7% | -60.2% | +851.9% | +695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling