-20.5%
RUN vs LUMN
-53.1%
+32.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -3.7% | +2.5% | -6.2% | -4.3% |
| 30D | -13.0% | +10.3% | -23.3% | -14.8% |
| 3M | -31.8% | -18.3% | -13.5% | -29.1% |
| 6M | -32.2% | +4.4% | -36.6% | -33.3% |
| YTD | -53.5% | -10.7% | -42.8% | -53.7% |
| 1Y | -46.5% | +14.0% | -60.5% | -50.5% |
| 3Y | -37.6% | +406.6% | -444.2% | -69.8% |
| 5Y | -80.9% | -36.8% | -44.0% | -84.1% |
| 10Y | +41.3% | -56.2% | +97.4% | +9.0% |
| All | -20.5% | -53.1% | +32.6% | -35.0% |
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