+279.2%
RTX vs LUMN
-55.8%
+335.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -1.5% | +2.5% | -4.1% | -1.7% |
| 30D | -11.0% | +10.3% | -21.3% | -11.7% |
| 3M | +7.7% | -18.3% | +25.9% | +9.0% |
| 6M | -3.9% | +4.4% | -8.3% | -5.3% |
| YTD | +9.0% | -10.7% | +19.6% | +8.1% |
| 1Y | +27.3% | +14.0% | +13.3% | +22.4% |
| 3Y | +172.9% | +406.6% | -233.7% | +91.7% |
| 5Y | +165.2% | -36.8% | +202.0% | +174.9% |
| All | +279.2% | -55.8% | +335.0% | +257.6% |
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