+1,212.5%
ENTG vs LUMN
-17.8%
+1,230.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.7% |
| 7D | +1.2% | +2.5% | -1.3% | +0.5% |
| 30D | -12.9% | +10.3% | -23.2% | -15.1% |
| 3M | -3.1% | -18.3% | +15.2% | +2.0% |
| 6M | +21.0% | +4.4% | +16.6% | +18.9% |
| YTD | +67.0% | -10.7% | +77.7% | +67.9% |
| 1Y | +68.6% | +14.0% | +54.7% | +57.1% |
| 3Y | +48.6% | +406.6% | -357.9% | -37.2% |
| 5Y | +18.6% | -36.8% | +55.4% | +5.9% |
| 10Y | +794.8% | -56.2% | +851.0% | +653.5% |
| All | +1,212.5% | -17.8% | +1,230.3% | +555.0% |
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