+388.2%
EFA vs LUMN
-31.6%
+419.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -1.5% | +2.5% | -4.0% | -1.9% |
| 30D | -1.7% | +10.3% | -12.0% | -3.2% |
| 3M | +3.5% | -18.3% | +21.8% | +5.9% |
| 6M | +9.5% | +4.4% | +5.1% | +7.4% |
| YTD | +12.9% | -10.7% | +23.6% | +11.6% |
| 1Y | +18.2% | +14.0% | +4.2% | +11.0% |
| 3Y | +64.8% | +406.6% | -341.7% | -5.9% |
| 5Y | +53.9% | -36.8% | +90.7% | +42.3% |
| 10Y | +144.8% | -56.2% | +200.9% | +120.2% |
| All | +388.2% | -31.6% | +419.8% | +228.2% |
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 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