+68.2%
ESI vs LUMN
+398.6%
-330.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -6.5% |
| 7D | -10.8% | +3.8% | -14.6% | -11.1% |
| 30D | -17.0% | +4.6% | -21.6% | -17.4% |
| 3M | -26.3% | -17.2% | -9.1% | -25.3% |
| 6M | +4.1% | +5.9% | -1.8% | +3.3% |
| YTD | +29.4% | -9.5% | +38.9% | +29.1% |
| 1Y | +23.2% | +16.2% | +7.0% | +20.2% |
| 3Y | +68.2% | +384.8% | -316.6% | +42.5% |
| All | +68.2% | +398.6% | -330.4% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling