-68.5%
EL vs LUMN
-37.8%
-30.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -6.5% | +2.5% | -9.0% | -6.7% |
| 30D | +11.1% | +10.3% | +0.8% | +9.9% |
| 3M | +10.7% | -18.3% | +29.0% | +12.6% |
| 6M | +6.9% | +4.4% | +2.5% | +5.4% |
| YTD | -6.3% | -10.7% | +4.4% | -6.8% |
| 1Y | +13.5% | +14.0% | -0.5% | +8.4% |
| 3Y | -33.1% | +406.6% | -439.6% | -54.8% |
| All | -68.5% | -37.8% | -30.7% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling