+16.6%
EMR vs LUMN
+42.5%
-25.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.8% | +2.0% |
| 7D | -1.5% | +12.1% | -13.6% | -2.8% |
| 30D | -5.6% | +11.3% | -17.0% | -6.9% |
| 3M | +7.9% | -31.6% | +39.6% | +12.3% |
| 6M | +6.0% | -2.7% | +8.8% | +6.0% |
| YTD | +16.4% | -12.9% | +29.3% | +15.7% |
| 1Y | +16.6% | +36.2% | -19.6% | +6.5% |
| All | +16.6% | +42.5% | -25.9% | +6.5% |
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