+7.9%
RRX vs LUMN
+385.3%
-377.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.5% |
| 7D | -0.3% | +2.5% | -2.9% | -0.6% |
| 30D | -6.1% | +10.3% | -16.5% | -7.3% |
| 3M | -23.1% | -18.3% | -4.8% | -21.4% |
| 6M | -19.5% | +4.4% | -23.9% | -19.9% |
| YTD | +16.1% | -10.7% | +26.8% | +16.2% |
| 1Y | +12.9% | +14.0% | -1.0% | +9.2% |
| 3Y | +7.9% | +406.6% | -398.6% | -12.7% |
| All | +7.9% | +385.3% | -377.4% | -12.7% |
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