+61.1%
ENB vs LUMN
-37.8%
+98.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | -4.7% | +2.5% | -7.2% | -4.7% |
| 30D | -5.9% | +10.3% | -16.2% | -6.3% |
| 3M | -14.2% | -18.3% | +4.0% | -13.7% |
| 6M | -8.6% | +4.4% | -12.9% | -9.2% |
| YTD | +3.9% | -10.7% | +14.6% | +3.5% |
| 1Y | +1.8% | +14.0% | -12.2% | -0.4% |
| 3Y | +68.5% | +406.6% | -338.1% | +39.6% |
| All | +61.1% | -37.8% | +98.9% | +80.4% |
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