+128.5%
EEM vs LUMN
-55.8%
+184.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.4% |
| 30D | +2.1% | +10.3% | -8.3% | +1.3% |
| 3M | +1.0% | -18.3% | +19.3% | +2.3% |
| 6M | +15.9% | +4.4% | +11.6% | +15.2% |
| YTD | +24.6% | -10.7% | +35.3% | +24.4% |
| 1Y | +32.3% | +14.0% | +18.3% | +29.1% |
| 3Y | +85.9% | +406.6% | -320.7% | +46.9% |
| 5Y | +45.4% | -36.8% | +82.2% | +45.9% |
| All | +128.5% | -55.8% | +184.3% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling