+39.7%
EFX vs LUMN
-55.8%
+95.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -4.5% | +2.5% | -7.1% | -4.7% |
| 30D | -6.1% | +10.3% | -16.4% | -7.0% |
| 3M | +6.2% | -18.3% | +24.5% | +7.6% |
| 6M | -11.2% | +4.4% | -15.6% | -12.7% |
| YTD | -21.4% | -10.7% | -10.7% | -22.3% |
| 1Y | -34.3% | +14.0% | -48.3% | -37.5% |
| 3Y | -12.5% | +406.6% | -419.1% | -40.3% |
| 5Y | -35.6% | -36.8% | +1.2% | -38.3% |
| All | +39.7% | -55.8% | +95.5% | +22.5% |
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