+271.5%
RMD vs LUMN
-55.8%
+327.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -4.4% | +2.5% | -6.9% | -4.5% |
| 30D | -3.1% | +10.3% | -13.5% | -3.7% |
| 3M | +13.8% | -18.3% | +32.0% | +14.8% |
| 6M | -8.6% | +4.4% | -12.9% | -9.4% |
| YTD | -8.6% | -10.7% | +2.0% | -9.2% |
| 1Y | -19.7% | +14.0% | -33.6% | -21.9% |
| 3Y | +48.4% | +406.6% | -358.2% | +16.3% |
| 5Y | -22.7% | -36.8% | +14.1% | -23.8% |
| All | +271.5% | -55.8% | +327.3% | +237.2% |
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