+348.5%
ROK vs LUMN
-55.8%
+404.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -1.2% | +2.5% | -3.8% | -1.5% |
| 30D | -4.8% | +10.3% | -15.1% | -5.9% |
| 3M | -6.1% | -18.3% | +12.2% | -4.3% |
| 6M | +15.5% | +4.4% | +11.1% | +13.9% |
| YTD | +11.2% | -10.7% | +21.9% | +10.5% |
| 1Y | +23.8% | +14.0% | +9.9% | +18.6% |
| 3Y | +53.1% | +406.6% | -353.4% | +5.3% |
| 5Y | +48.3% | -36.8% | +85.1% | +48.5% |
| All | +348.5% | -55.8% | +404.3% | +311.2% |
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