+5.8%
EMB vs LUMN
-38.4%
+44.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -1.3% | +3.8% | -5.2% | -1.4% |
| 30D | -1.5% | +4.6% | -6.1% | -1.6% |
| 3M | -2.0% | -17.2% | +15.2% | -1.7% |
| 6M | +1.4% | +5.9% | -4.5% | +1.1% |
| YTD | +0.2% | -9.5% | +9.8% | +0.1% |
| 1Y | +3.0% | +16.2% | -13.2% | +2.0% |
| 3Y | +28.8% | +384.8% | -356.1% | +18.9% |
| 5Y | +5.8% | -38.7% | +44.5% | +14.8% |
| All | +5.8% | -38.4% | +44.2% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling