-20.2%
RMD vs LUMN
-38.4%
+18.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | -2.3% | +3.8% | -6.2% | -2.5% |
| 30D | -0.4% | +4.6% | -5.0% | -0.5% |
| 3M | +14.8% | -17.2% | +32.0% | +15.4% |
| 6M | -2.8% | +5.9% | -8.7% | -3.5% |
| YTD | -6.7% | -9.5% | +2.9% | -7.1% |
| 1Y | -16.6% | +16.2% | -32.8% | -18.2% |
| 3Y | +55.6% | +384.8% | -329.3% | +32.1% |
| 5Y | -20.2% | -38.7% | +18.5% | -17.2% |
| All | -20.2% | -38.4% | +18.2% | -17.2% |
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 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