+312.1%
ROST vs LUMN
-55.8%
+367.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.2% |
| 7D | +0.2% | +2.5% | -2.3% | 0.0% |
| 30D | -6.9% | +10.3% | -17.2% | -7.7% |
| 3M | -3.3% | -18.3% | +14.9% | -2.0% |
| 6M | +9.0% | +4.4% | +4.7% | +7.7% |
| YTD | +28.9% | -10.7% | +39.5% | +27.9% |
| 1Y | +54.0% | +14.0% | +40.0% | +48.2% |
| 3Y | +100.7% | +406.6% | -305.8% | +43.9% |
| 5Y | +116.0% | -36.8% | +152.8% | +122.4% |
| All | +312.1% | -55.8% | +367.9% | +293.9% |
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