+2,189.5%
ED vs LUMN
+156.1%
+2,033.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -0.8% | +2.5% | -3.3% | -1.0% |
| 30D | -0.4% | +10.3% | -10.7% | -1.2% |
| 3M | +0.5% | -18.3% | +18.7% | +1.6% |
| 6M | -3.1% | +4.4% | -7.5% | -4.4% |
| YTD | +9.8% | -10.7% | +20.5% | +8.8% |
| 1Y | +12.6% | +14.0% | -1.4% | +8.1% |
| 3Y | +31.4% | +406.6% | -375.2% | -5.1% |
| 5Y | +69.4% | -36.8% | +106.2% | +57.9% |
| 10Y | +108.7% | -56.2% | +164.8% | +92.1% |
| All | +2,189.5% | +156.1% | +2,033.4% | +1,296.3% |
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