-22.1%
ROP vs LUMN
+42.5%
-64.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.5% | -3.7% |
| 7D | -4.4% | +12.1% | -16.5% | -3.8% |
| 30D | +3.2% | +11.3% | -8.1% | +3.9% |
| 3M | +23.1% | -31.6% | +54.7% | +21.9% |
| 6M | +13.3% | -2.7% | +16.0% | +13.2% |
| YTD | -7.9% | -12.9% | +5.0% | -8.8% |
| 1Y | -22.1% | +36.2% | -58.3% | -22.8% |
| All | -22.1% | +42.5% | -64.6% | -22.8% |
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