+44.0%
EAT vs LUMN
+42.5%
+1.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | 0.0% | +12.1% | -12.1% | -0.1% |
| 30D | +1.9% | +11.3% | -9.5% | +1.8% |
| 3M | +68.7% | -31.6% | +100.3% | +71.0% |
| 6M | +66.9% | -2.7% | +69.6% | +67.2% |
| YTD | +60.4% | -12.9% | +73.3% | +59.7% |
| 1Y | +44.0% | +36.2% | +7.8% | +38.0% |
| All | +44.0% | +42.5% | +1.5% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling