+20.2%
ELAN vs LUMN
-55.5%
+75.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +1.1% |
| 7D | +11.9% | +4.8% | +7.1% | +10.9% |
| 30D | +18.3% | -16.4% | +34.7% | +21.0% |
| 3M | +19.7% | -33.7% | +53.5% | +26.7% |
| 6M | +23.7% | -51.9% | +75.6% | +37.7% |
| YTD | +17.1% | -46.3% | +63.4% | +27.0% |
| 1Y | +20.2% | -51.2% | +71.4% | +30.8% |
| All | +20.2% | -55.5% | +75.7% | +30.8% |
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