+588.9%
RVMD vs LUMN
-37.8%
+626.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -3.0% | +2.5% | -5.5% | -3.2% |
| 30D | -0.7% | +10.3% | -11.1% | -1.9% |
| 3M | +36.5% | -18.3% | +54.8% | +39.1% |
| 6M | +104.6% | +4.4% | +100.2% | +102.3% |
| YTD | +155.8% | -10.7% | +166.5% | +154.2% |
| 1Y | +340.7% | +14.0% | +326.7% | +321.1% |
| 3Y | +519.9% | +406.6% | +113.4% | +310.2% |
| All | +588.9% | -37.8% | +626.7% | +711.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling