-60.8%
EOSE vs LUMN
-6.1%
-54.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | +1.8% | +2.5% | -0.7% | +1.4% |
| 30D | -6.8% | +10.3% | -17.2% | -8.1% |
| 3M | -36.3% | -18.3% | -18.0% | -34.7% |
| 6M | -38.8% | +4.4% | -43.1% | -38.6% |
| YTD | -65.5% | -10.7% | -54.9% | -65.0% |
| 1Y | -45.3% | +14.0% | -59.2% | -46.0% |
| 3Y | +44.2% | +406.6% | -362.4% | +4.7% |
| 5Y | -69.5% | -36.8% | -32.7% | -68.9% |
| All | -60.8% | -6.1% | -54.7% | -51.8% |
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