+154.0%
RY vs LUMN
+385.3%
-231.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -2.2% | +2.5% | -4.7% | -2.3% |
| 30D | -3.6% | +10.3% | -13.9% | -3.9% |
| 3M | +3.9% | -18.3% | +22.2% | +4.6% |
| 6M | +26.4% | +4.4% | +22.0% | +25.8% |
| YTD | +22.3% | -10.7% | +33.0% | +22.0% |
| 1Y | +43.7% | +14.0% | +29.7% | +41.4% |
| 3Y | +154.0% | +406.6% | -252.6% | +123.0% |
| All | +154.0% | +385.3% | -231.4% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling