+1,195.4%
ES vs LUMN
+156.1%
+1,039.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -3.6% | +2.5% | -6.1% | -3.8% |
| 30D | -4.2% | +10.3% | -14.6% | -5.3% |
| 3M | +0.1% | -18.3% | +18.4% | +1.7% |
| 6M | -6.2% | +4.4% | -10.6% | -7.8% |
| YTD | +4.1% | -10.7% | +14.7% | +3.0% |
| 1Y | +10.2% | +14.0% | -3.8% | +4.8% |
| 3Y | +26.1% | +406.6% | -380.5% | -14.8% |
| 5Y | -5.3% | -36.8% | +31.5% | -14.6% |
| 10Y | +82.4% | -56.2% | +138.5% | +62.0% |
| All | +1,195.4% | +156.1% | +1,039.3% | +745.2% |
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