+2,982.6%
EQT vs LUMN
+156.1%
+2,826.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | 0.0% | +10.3% | -10.3% | -1.6% |
| 3M | +5.9% | -18.3% | +24.2% | +8.5% |
| 6M | -14.8% | +4.4% | -19.1% | -16.8% |
| YTD | +1.8% | -10.7% | +12.4% | +0.1% |
| 1Y | +7.4% | +14.0% | -6.6% | -0.2% |
| 3Y | +33.6% | +406.6% | -372.9% | -22.5% |
| 5Y | +199.3% | -36.8% | +236.1% | +165.5% |
| 10Y | +50.0% | -56.2% | +106.2% | +31.8% |
| All | +2,982.6% | +156.1% | +2,826.5% | +1,964.6% |
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 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