+12,638.7%
ECL vs LUMN
+156.1%
+12,482.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -1.1% | +2.5% | -3.6% | -1.4% |
| 30D | -0.8% | +10.3% | -11.1% | -2.3% |
| 3M | +5.0% | -18.3% | +23.3% | +7.3% |
| 6M | +0.2% | +4.4% | -4.1% | -1.9% |
| YTD | +5.8% | -10.7% | +16.5% | +4.4% |
| 1Y | +1.5% | +14.0% | -12.4% | -4.9% |
| 3Y | +55.0% | +406.6% | -351.6% | -9.9% |
| 5Y | +29.3% | -36.8% | +66.1% | +15.1% |
| 10Y | +159.3% | -56.2% | +215.5% | +127.4% |
| All | +12,638.7% | +156.1% | +12,482.6% | +7,016.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling