+96.7%
ELAN vs LUMN
+385.3%
-288.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.2% |
| 7D | -5.4% | +2.5% | -7.9% | -5.7% |
| 30D | +4.7% | +10.3% | -5.6% | +3.6% |
| 3M | -3.7% | -18.3% | +14.6% | -2.1% |
| 6M | -1.2% | +4.4% | -5.6% | -1.9% |
| YTD | +2.4% | -10.7% | +13.1% | +2.3% |
| 1Y | +23.4% | +14.0% | +9.4% | +19.8% |
| 3Y | +96.7% | +406.6% | -309.9% | +49.3% |
| All | +96.7% | +385.3% | -288.6% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling