+319.9%
EAT vs LUMN
-37.8%
+357.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -7.7% | +2.5% | -10.2% | -7.9% |
| 30D | -13.6% | +10.3% | -23.9% | -14.4% |
| 3M | +33.9% | -18.3% | +52.1% | +35.8% |
| 6M | +47.2% | +4.4% | +42.8% | +45.2% |
| YTD | +48.1% | -10.7% | +58.7% | +47.0% |
| 1Y | +33.7% | +14.0% | +19.7% | +27.7% |
| 3Y | +595.8% | +406.6% | +189.2% | +378.7% |
| All | +319.9% | -37.8% | +357.7% | +406.0% |
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 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