+10,106.1%
RTX vs LUMN
+156.1%
+9,950.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -1.5% | +2.5% | -4.1% | -1.9% |
| 30D | -11.0% | +10.3% | -21.3% | -12.3% |
| 3M | +7.7% | -18.3% | +25.9% | +9.9% |
| 6M | -3.9% | +4.4% | -8.3% | -6.3% |
| YTD | +9.0% | -10.7% | +19.6% | +7.3% |
| 1Y | +27.3% | +14.0% | +13.3% | +18.7% |
| 3Y | +172.9% | +406.6% | -233.7% | +55.7% |
| 5Y | +165.2% | -36.8% | +202.0% | +132.9% |
| 10Y | +284.2% | -56.2% | +340.4% | +235.0% |
| All | +10,106.1% | +156.1% | +9,950.0% | +5,803.4% |
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