+10.0%
EQT vs LUMN
+44.7%
-34.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +1.1% | +12.1% | -11.0% | +0.8% |
| 30D | +7.7% | +11.3% | -3.7% | +7.4% |
| 3M | +0.2% | -31.6% | +31.8% | +0.8% |
| 6M | -9.5% | -2.7% | -6.7% | -10.0% |
| YTD | +3.8% | -12.9% | +16.7% | +2.7% |
| All | +10.0% | +44.7% | -34.7% | +4.6% |
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