+238.8%
EQX vs LUMN
-36.6%
+275.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -3.2% | +2.5% | -5.7% | -3.4% |
| 30D | +7.8% | +10.3% | -2.6% | +7.0% |
| 3M | +21.3% | -18.3% | +39.6% | +22.6% |
| 6M | -22.4% | +4.4% | -26.8% | -22.8% |
| YTD | -11.3% | -10.7% | -0.6% | -11.4% |
| 1Y | +13.5% | +14.0% | -0.5% | +11.2% |
| 3Y | +162.1% | +406.6% | -244.4% | +114.5% |
| 5Y | +84.2% | -36.8% | +121.0% | +96.0% |
| All | +238.8% | -36.6% | +275.4% | +256.4% |
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