+217.3%
RRX vs LUMN
-55.8%
+273.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | -0.3% | +2.5% | -2.9% | -0.7% |
| 30D | -6.1% | +10.3% | -16.5% | -7.7% |
| 3M | -23.1% | -18.3% | -4.8% | -20.7% |
| 6M | -19.5% | +4.4% | -23.9% | -20.3% |
| YTD | +16.1% | -10.7% | +26.8% | +16.0% |
| 1Y | +12.9% | +14.0% | -1.0% | +7.1% |
| 3Y | +7.9% | +406.6% | -398.6% | -32.9% |
| 5Y | +19.1% | -36.8% | +55.9% | +16.7% |
| All | +217.3% | -55.8% | +273.1% | +186.6% |
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