+40.5%
EEM vs LUMN
+42.5%
-2.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.1% |
| 7D | +2.3% | +12.1% | -9.8% | +0.8% |
| 30D | +4.5% | +11.3% | -6.8% | +2.9% |
| 3M | -0.1% | -31.6% | +31.6% | +3.9% |
| 6M | +16.9% | -2.7% | +19.7% | +17.2% |
| YTD | +26.2% | -12.9% | +39.1% | +26.7% |
| 1Y | +40.5% | +36.2% | +4.3% | +39.4% |
| All | +40.5% | +42.5% | -2.0% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling