-18.0%
ELF vs LUMN
+42.5%
-60.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.4% |
| 7D | +5.4% | +12.1% | -6.7% | +3.5% |
| 30D | +27.0% | +11.3% | +15.6% | +24.6% |
| 3M | +113.2% | -31.6% | +144.8% | +125.1% |
| 6M | +36.6% | -2.7% | +39.3% | +34.7% |
| YTD | +44.2% | -12.9% | +57.1% | +42.0% |
| 1Y | -18.0% | +36.2% | -54.2% | -20.7% |
| All | -18.0% | +42.5% | -60.5% | -20.7% |
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