+304.7%
RL vs LUMN
-55.8%
+360.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -3.4% | +2.5% | -6.0% | -3.8% |
| 30D | -14.4% | +10.3% | -24.8% | -15.7% |
| 3M | -13.6% | -18.3% | +4.7% | -11.7% |
| 6M | +0.6% | +4.4% | -3.8% | -1.2% |
| YTD | -3.6% | -10.7% | +7.1% | -4.5% |
| 1Y | +8.3% | +14.0% | -5.6% | +2.1% |
| 3Y | +204.8% | +406.6% | -201.8% | +88.9% |
| 5Y | +232.9% | -36.8% | +269.7% | +229.5% |
| All | +304.7% | -55.8% | +360.5% | +270.7% |
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