+1,343.7%
RL vs LUMN
+75.1%
+1,268.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -3.4% | +2.5% | -6.0% | -3.9% |
| 30D | -14.4% | +10.3% | -24.8% | -16.3% |
| 3M | -13.6% | -18.3% | +4.7% | -10.9% |
| 6M | +0.6% | +4.4% | -3.8% | -2.1% |
| YTD | -3.6% | -10.7% | +7.1% | -5.1% |
| 1Y | +8.3% | +14.0% | -5.6% | -1.1% |
| 3Y | +204.8% | +406.6% | -201.8% | +48.2% |
| 5Y | +232.9% | -36.8% | +269.7% | +185.3% |
| 10Y | +309.0% | -56.2% | +365.2% | +247.7% |
| All | +1,343.7% | +75.1% | +1,268.5% | +526.9% |
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