+2,500.0%
ELV vs LUMN
-22.9%
+2,522.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +3.2% | +2.5% | +0.7% | +2.9% |
| 30D | +5.4% | +10.3% | -5.0% | +4.1% |
| 3M | +5.4% | -18.3% | +23.6% | +7.2% |
| 6M | +45.7% | +4.4% | +41.3% | +43.0% |
| YTD | +21.2% | -10.7% | +31.9% | +19.7% |
| 1Y | +35.6% | +14.0% | +21.7% | +28.1% |
| 3Y | -2.0% | +406.6% | -408.6% | -39.5% |
| 5Y | +26.0% | -36.8% | +62.8% | +19.0% |
| 10Y | +278.7% | -56.2% | +334.9% | +251.2% |
| All | +2,500.0% | -22.9% | +2,522.9% | +1,580.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling