+39,312.5%
RMD vs LUMN
+96.2%
+39,216.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -4.4% | +2.5% | -6.9% | -4.7% |
| 30D | -3.1% | +10.3% | -13.5% | -4.3% |
| 3M | +13.8% | -18.3% | +32.0% | +15.7% |
| 6M | -8.6% | +4.4% | -12.9% | -10.3% |
| YTD | -8.6% | -10.7% | +2.0% | -9.9% |
| 1Y | -19.7% | +14.0% | -33.6% | -24.1% |
| 3Y | +48.4% | +406.6% | -358.2% | -5.7% |
| 5Y | -22.7% | -36.8% | +14.1% | -30.0% |
| 10Y | +272.5% | -56.2% | +328.7% | +229.1% |
| All | +39,312.5% | +96.2% | +39,216.3% | +27,437.3% |
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 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