+62,927.0%
EME vs LUMN
+92.3%
+62,834.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.0% |
| 7D | +3.5% | +2.5% | +1.0% | +3.0% |
| 30D | -6.3% | +10.3% | -16.7% | -8.2% |
| 3M | -3.8% | -18.3% | +14.5% | -0.4% |
| 6M | +8.5% | +4.4% | +4.1% | +6.2% |
| YTD | +27.8% | -10.7% | +38.5% | +27.0% |
| 1Y | +22.2% | +14.0% | +8.3% | +14.4% |
| 3Y | +253.5% | +406.6% | -153.1% | +92.4% |
| 5Y | +578.6% | -36.8% | +615.4% | +509.2% |
| 10Y | +1,355.6% | -56.2% | +1,411.7% | +1,190.5% |
| All | +62,927.0% | +92.3% | +62,834.7% | +37,867.0% |
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