+1,994.8%
RSG vs LUMN
-21.5%
+2,016.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.6% |
| 7D | 0.0% | +2.5% | -2.5% | -0.2% |
| 30D | +4.0% | +10.3% | -6.4% | +2.8% |
| 3M | +7.4% | -18.3% | +25.6% | +9.1% |
| 6M | +0.1% | +4.4% | -4.3% | -1.8% |
| YTD | +6.0% | -10.7% | +16.7% | +4.5% |
| 1Y | -3.0% | +14.0% | -16.9% | -8.6% |
| 3Y | +56.5% | +406.6% | -350.1% | -0.8% |
| 5Y | +90.9% | -36.8% | +127.7% | +76.7% |
| 10Y | +428.7% | -56.2% | +484.9% | +378.5% |
| All | +1,994.8% | -21.5% | +2,016.3% | +1,147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling