+254.6%
ROIV vs LUMN
+385.3%
-130.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +16.9% | +2.5% | +14.4% | +16.7% |
| 30D | +12.9% | +10.3% | +2.6% | +12.1% |
| 3M | +37.3% | -18.3% | +55.6% | +38.6% |
| 6M | +38.0% | +4.4% | +33.6% | +37.0% |
| YTD | +88.1% | -10.7% | +98.8% | +87.3% |
| 1Y | +183.3% | +14.0% | +169.3% | +178.3% |
| 3Y | +254.6% | +406.6% | -151.9% | +227.0% |
| All | +254.6% | +385.3% | -130.7% | +227.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling