+22.3%
EL vs LUMN
-59.3%
+81.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.9% | +12.2% | +6.9% |
| 7D | +2.5% | -6.9% | +9.4% | +3.2% |
| 30D | +20.1% | -20.5% | +40.5% | +22.8% |
| 3M | +29.3% | -33.4% | +62.6% | +34.6% |
| 6M | +38.8% | -52.1% | +90.9% | +50.1% |
| YTD | +8.1% | -42.5% | +50.6% | +11.3% |
| 1Y | +22.3% | -57.6% | +79.9% | +28.6% |
| All | +22.3% | -59.3% | +81.6% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling