+129.7%
ROP vs LUMN
-55.8%
+185.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -4.6% | +2.5% | -7.1% | -4.8% |
| 30D | -1.7% | +10.3% | -12.0% | -2.3% |
| 3M | +17.1% | -18.3% | +35.3% | +18.2% |
| 6M | +10.9% | +4.4% | +6.5% | +9.5% |
| YTD | -12.1% | -10.7% | -1.4% | -12.9% |
| 1Y | -24.2% | +14.0% | -38.2% | -27.0% |
| 3Y | -20.4% | +406.6% | -426.9% | -40.3% |
| 5Y | -15.4% | -36.8% | +21.4% | -13.9% |
| All | +129.7% | -55.8% | +185.5% | +109.0% |
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