-47.1%
EOSE vs LUMN
+42.5%
-89.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.0% | +12.9% | +11.7% |
| 7D | +19.0% | +12.1% | +6.9% | +13.7% |
| 30D | +1.6% | +11.3% | -9.8% | -3.2% |
| 3M | -52.0% | -31.6% | -20.4% | -44.9% |
| 6M | -42.5% | -2.7% | -39.8% | -41.2% |
| YTD | -66.1% | -12.9% | -53.3% | -64.8% |
| 1Y | -47.1% | +36.2% | -83.4% | -43.3% |
| All | -47.1% | +42.5% | -89.7% | -43.3% |
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