+70.1%
ED vs LUMN
-37.8%
+107.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -0.8% | +2.5% | -3.3% | -0.8% |
| 30D | -0.4% | +10.3% | -10.7% | -0.5% |
| 3M | +0.5% | -18.3% | +18.7% | +0.7% |
| 6M | -3.1% | +4.4% | -7.5% | -3.4% |
| YTD | +9.8% | -10.7% | +20.5% | +9.7% |
| 1Y | +12.6% | +14.0% | -1.4% | +11.4% |
| 3Y | +31.4% | +406.6% | -375.2% | +14.7% |
| All | +70.1% | -37.8% | +107.9% | +98.2% |
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