-12.5%
EFX vs LUMN
+385.3%
-397.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -4.5% | +2.5% | -7.1% | -4.6% |
| 30D | -6.1% | +10.3% | -16.4% | -6.5% |
| 3M | +6.2% | -18.3% | +24.5% | +7.0% |
| 6M | -11.2% | +4.4% | -15.6% | -12.0% |
| YTD | -21.4% | -10.7% | -10.7% | -21.9% |
| 1Y | -34.3% | +14.0% | -48.3% | -36.1% |
| 3Y | -12.5% | +406.6% | -419.1% | -32.1% |
| All | -12.5% | +385.3% | -397.8% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling