-35.6%
ELAN vs LUMN
-56.9%
+21.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.1% |
| 7D | -5.4% | +2.5% | -7.9% | -5.8% |
| 30D | +4.7% | +10.3% | -5.6% | +3.2% |
| 3M | -3.7% | -18.3% | +14.6% | -1.4% |
| 6M | -1.2% | +4.4% | -5.6% | -2.6% |
| YTD | +2.4% | -10.7% | +13.1% | +1.9% |
| 1Y | +23.4% | +14.0% | +9.4% | +17.1% |
| 3Y | +96.7% | +406.6% | -309.9% | +22.1% |
| 5Y | -30.6% | -36.8% | +6.2% | -32.7% |
| All | -35.6% | -56.9% | +21.2% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling