+21.8%
RSP vs LUMN
-59.3%
+81.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.9% | +7.8% | +2.1% |
| 7D | +2.7% | -6.9% | +9.6% | +3.0% |
| 30D | +5.8% | -20.5% | +26.2% | +6.8% |
| 3M | +1.8% | -33.4% | +35.2% | +3.6% |
| 6M | +11.6% | -52.1% | +63.7% | +15.2% |
| YTD | +18.0% | -42.5% | +60.5% | +19.4% |
| 1Y | +21.8% | -57.6% | +79.4% | +23.9% |
| All | +21.8% | -59.3% | +81.1% | +23.9% |
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 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