-3.9%
ELF vs LUMN
-59.3%
+55.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.9% | +7.8% | +2.9% |
| 7D | -1.5% | -6.9% | +5.3% | -0.4% |
| 30D | +9.5% | -20.5% | +30.0% | +13.3% |
| 3M | +29.4% | -33.4% | +62.7% | +37.4% |
| 6M | +83.7% | -52.1% | +135.8% | +105.6% |
| YTD | +49.4% | -42.5% | +91.9% | +55.1% |
| 1Y | -3.9% | -57.6% | +53.7% | +1.8% |
| All | -3.9% | -59.3% | +55.4% | +1.8% |
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