+266.8%
RMBS vs LUMN
-37.8%
+304.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | +1.8% | +2.5% | -0.7% | +1.5% |
| 30D | -13.9% | +10.3% | -24.2% | -14.8% |
| 3M | -39.8% | -18.3% | -21.5% | -38.6% |
| 6M | -6.0% | +4.4% | -10.4% | -6.3% |
| YTD | -5.4% | -10.7% | +5.3% | -4.9% |
| 1Y | -1.8% | +14.0% | -15.8% | -2.7% |
| 3Y | +53.7% | +406.6% | -352.9% | +46.0% |
| All | +266.8% | -37.8% | +304.6% | +356.3% |
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 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