+41.5%
ESI vs LUMN
+42.5%
-1.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +5.0% | +3.3% |
| 7D | +3.3% | +12.1% | -8.8% | +1.1% |
| 30D | -5.9% | +11.3% | -17.2% | -7.9% |
| 3M | -14.1% | -31.6% | +17.5% | -8.9% |
| 6M | +6.6% | -2.7% | +9.3% | +6.5% |
| YTD | +45.0% | -12.9% | +57.9% | +43.9% |
| 1Y | +41.5% | +36.2% | +5.2% | +34.2% |
| All | +41.5% | +42.5% | -1.1% | +34.2% |
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 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