+81.0%
ROIV vs LUMN
-62.6%
+143.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -11.0% | +6.8% | -2.1% |
| 7D | -2.4% | -16.9% | +14.5% | +1.0% |
| 30D | +3.1% | -32.7% | +35.7% | +11.0% |
| 3M | +5.8% | -34.5% | +40.4% | +13.9% |
| 6M | +29.3% | -56.9% | +86.2% | +51.0% |
| YTD | +68.8% | -48.8% | +117.5% | +76.1% |
| 1Y | +81.0% | -63.4% | +144.4% | +91.4% |
| All | +81.0% | -62.6% | +143.6% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling