+46.2%
ROST vs LUMN
-62.6%
+108.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.0% | +6.7% | -4.0% |
| 7D | +1.3% | -16.9% | +18.2% | +1.6% |
| 30D | +4.9% | -32.7% | +37.6% | +5.9% |
| 3M | -6.9% | -34.5% | +27.6% | -6.0% |
| 6M | +3.8% | -56.9% | +60.7% | +6.5% |
| YTD | +31.4% | -48.8% | +80.1% | +32.8% |
| 1Y | +46.2% | -63.4% | +109.6% | +50.3% |
| All | +46.2% | -62.6% | +108.8% | +50.3% |
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