+41.4%
ENTG vs LUMN
-62.6%
+104.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -11.0% | -1.7% | -8.5% |
| 7D | -22.0% | -16.9% | -5.1% | -16.2% |
| 30D | -25.2% | -32.7% | +7.5% | -13.5% |
| 3M | -14.2% | -34.5% | +20.3% | -0.9% |
| 6M | -16.3% | -56.9% | +40.6% | +11.7% |
| YTD | +48.5% | -48.8% | +97.3% | +80.2% |
| 1Y | +41.4% | -63.4% | +104.7% | +89.2% |
| All | +41.4% | -62.6% | +104.0% | +89.2% |
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