+595.8%
EAT vs LUMN
+385.3%
+210.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | -7.7% | +2.5% | -10.2% | -7.9% |
| 30D | -13.6% | +10.3% | -23.9% | -14.2% |
| 3M | +33.9% | -18.3% | +52.1% | +35.3% |
| 6M | +47.2% | +4.4% | +42.8% | +45.8% |
| YTD | +48.1% | -10.7% | +58.7% | +47.4% |
| 1Y | +33.7% | +14.0% | +19.7% | +29.3% |
| 3Y | +595.8% | +406.6% | +189.2% | +429.5% |
| All | +595.8% | +385.3% | +210.5% | +429.5% |
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 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