+1,050.0%
RMBS vs LUMN
+88.4%
+961.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | +1.8% | +2.5% | -0.7% | +1.2% |
| 30D | -13.9% | +10.3% | -24.2% | -15.8% |
| 3M | -39.8% | -18.3% | -21.5% | -37.2% |
| 6M | -6.0% | +4.4% | -10.4% | -7.2% |
| YTD | -5.4% | -10.7% | +5.3% | -4.8% |
| 1Y | -1.8% | +14.0% | -15.8% | -6.7% |
| 3Y | +53.7% | +406.6% | -352.9% | -20.2% |
| 5Y | +268.5% | -36.8% | +305.3% | +238.2% |
| 10Y | +563.9% | -56.2% | +620.1% | +482.9% |
| All | +1,050.0% | +88.4% | +961.6% | +297.5% |
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