-9.1%
RKT vs LUMN
-62.6%
+53.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.0% | +9.7% | +0.3% |
| 7D | +24.3% | -16.9% | +41.2% | +27.5% |
| 30D | +27.9% | -32.7% | +60.5% | +34.9% |
| 3M | +6.9% | -34.5% | +41.5% | +13.2% |
| 6M | +5.2% | -56.9% | +62.1% | +17.7% |
| YTD | -23.5% | -48.8% | +25.3% | -16.0% |
| 1Y | -9.1% | -63.4% | +54.3% | -0.3% |
| All | -9.1% | -62.6% | +53.5% | -0.3% |
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