+11.2%
ROP vs LUMN
-58.0%
+69.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.9% | +9.8% | +3.7% |
| 7D | +11.7% | -6.9% | +18.6% | +11.4% |
| 30D | +35.5% | -20.5% | +55.9% | +34.1% |
| 3M | +25.3% | -33.4% | +58.7% | +23.3% |
| 6M | +38.9% | -52.1% | +91.0% | +35.8% |
| YTD | +11.4% | -42.5% | +53.8% | +6.8% |
| All | +11.2% | -58.0% | +69.2% | +7.2% |
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 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