+128.9%
EMB vs LUMN
-44.1%
+173.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -1.2% | +2.5% | -3.7% | -1.3% |
| 30D | -1.3% | +10.3% | -11.6% | -1.6% |
| 3M | -1.8% | -18.3% | +16.5% | -1.2% |
| 6M | +0.2% | +4.4% | -4.2% | -0.3% |
| YTD | +0.4% | -10.7% | +11.1% | +0.1% |
| 1Y | +2.8% | +14.0% | -11.1% | +1.3% |
| 3Y | +29.1% | +406.6% | -377.4% | +14.0% |
| 5Y | +6.3% | -36.8% | +43.1% | +5.2% |
| 10Y | +29.6% | -56.2% | +85.8% | +27.2% |
| All | +128.9% | -44.1% | +173.1% | +112.9% |
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