-20.4%
ROP vs LUMN
+385.3%
-405.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -4.6% | +2.5% | -7.1% | -4.6% |
| 30D | -1.7% | +10.3% | -12.0% | -1.8% |
| 3M | +17.1% | -18.3% | +35.3% | +17.4% |
| 6M | +10.9% | +4.4% | +6.5% | +10.4% |
| YTD | -12.1% | -10.7% | -1.4% | -12.4% |
| 1Y | -24.2% | +14.0% | -38.2% | -25.3% |
| 3Y | -20.4% | +406.6% | -426.9% | -26.5% |
| All | -20.4% | +385.3% | -405.7% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling