+68.6%
ESI vs LUMN
-37.8%
+106.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -4.6% | +2.5% | -7.1% | -4.9% |
| 30D | -10.5% | +10.3% | -20.8% | -11.5% |
| 3M | -19.8% | -18.3% | -1.6% | -18.3% |
| 6M | +5.8% | +4.4% | +1.4% | +4.9% |
| YTD | +38.3% | -10.7% | +49.0% | +38.1% |
| 1Y | +31.5% | +14.0% | +17.6% | +27.4% |
| 3Y | +80.7% | +406.6% | -325.9% | +34.5% |
| All | +68.6% | -37.8% | +106.4% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling