+206.6%
ROL vs LUMN
-55.8%
+262.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -3.2% | +2.5% | -5.7% | -3.3% |
| 30D | -4.9% | +10.3% | -15.2% | -5.4% |
| 3M | -25.8% | -18.3% | -7.6% | -25.3% |
| 6M | -37.6% | +4.4% | -41.9% | -38.1% |
| YTD | -41.5% | -10.7% | -30.8% | -41.8% |
| 1Y | -39.5% | +14.0% | -53.4% | -41.0% |
| 3Y | +0.1% | +406.6% | -406.4% | -20.2% |
| 5Y | -4.6% | -36.8% | +32.2% | -3.0% |
| All | +206.6% | -55.8% | +262.4% | +192.5% |
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