+105.4%
EAT vs LUMN
-62.6%
+168.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -11.0% | +7.4% | -2.9% |
| 7D | -3.3% | -16.9% | +13.6% | -2.3% |
| 30D | +11.7% | -32.7% | +44.3% | +13.9% |
| 3M | -5.9% | -34.5% | +28.6% | -3.9% |
| 6M | +46.7% | -56.9% | +103.6% | +54.6% |
| YTD | +48.2% | -48.8% | +97.0% | +50.8% |
| 1Y | +105.4% | -63.4% | +168.8% | +106.5% |
| All | +105.4% | -62.6% | +168.1% | +106.5% |
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