+22.0%
ET vs LUMN
-62.6%
+84.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.0% | +9.6% | -1.4% |
| 7D | -8.1% | -16.9% | +8.8% | -8.1% |
| 30D | -7.5% | -32.7% | +25.2% | -7.6% |
| 3M | -4.1% | -34.5% | +30.5% | -4.2% |
| 6M | -2.7% | -56.9% | +54.2% | -3.0% |
| YTD | +22.6% | -48.8% | +71.4% | +22.1% |
| 1Y | +22.0% | -63.4% | +85.3% | +20.4% |
| All | +22.0% | -62.6% | +84.6% | +20.4% |
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 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