-34.7%
ROL vs LUMN
-59.3%
+24.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.9% | +8.7% | +2.6% |
| 7D | +14.6% | -6.9% | +21.4% | +14.4% |
| 30D | +29.3% | -20.5% | +49.7% | +28.6% |
| 3M | +2.0% | -33.4% | +35.4% | +1.2% |
| 6M | -28.5% | -52.1% | +23.6% | -29.6% |
| YTD | -35.3% | -42.5% | +7.1% | -36.5% |
| 1Y | -34.7% | -57.6% | +22.9% | -35.9% |
| All | -34.7% | -59.3% | +24.6% | -35.9% |
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