+6,161.3%
EFX vs LUMN
+156.1%
+6,005.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -4.5% | +2.5% | -7.1% | -4.9% |
| 30D | -6.1% | +10.3% | -16.4% | -7.6% |
| 3M | +6.2% | -18.3% | +24.5% | +8.5% |
| 6M | -11.2% | +4.4% | -15.6% | -13.6% |
| YTD | -21.4% | -10.7% | -10.7% | -22.9% |
| 1Y | -34.3% | +14.0% | -48.3% | -39.3% |
| 3Y | -12.5% | +406.6% | -419.1% | -50.6% |
| 5Y | -35.6% | -36.8% | +1.2% | -44.6% |
| 10Y | +41.8% | -56.2% | +98.0% | +19.8% |
| All | +6,161.3% | +156.1% | +6,005.1% | +3,074.0% |
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