+273.0%
EMR vs LUMN
-55.8%
+328.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.4% |
| 7D | -0.4% | +2.5% | -2.9% | -0.7% |
| 30D | -6.8% | +10.3% | -17.1% | -7.9% |
| 3M | +7.5% | -18.3% | +25.7% | +9.6% |
| 6M | +9.9% | +4.4% | +5.5% | +8.4% |
| YTD | +16.0% | -10.7% | +26.6% | +15.2% |
| 1Y | +12.4% | +14.0% | -1.5% | +7.3% |
| 3Y | +60.2% | +406.6% | -346.3% | +4.5% |
| 5Y | +67.9% | -36.8% | +104.7% | +71.0% |
| All | +273.0% | -55.8% | +328.8% | +245.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling