-6.0%
RMBS vs LUMN
+3.9%
-9.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.9% |
| 7D | +1.8% | +2.5% | -0.7% | +0.5% |
| 30D | -13.9% | +10.3% | -24.2% | -18.4% |
| 3M | -39.8% | -18.3% | -21.5% | -34.3% |
| 6M | -6.0% | +4.4% | -10.4% | -18.8% |
| All | -6.0% | +3.9% | -9.9% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling