+173.8%
ET vs LUMN
-55.8%
+229.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | +0.2% | +2.5% | -2.3% | 0.0% |
| 30D | +2.9% | +10.3% | -7.5% | +1.8% |
| 3M | +16.8% | -18.3% | +35.0% | +18.6% |
| 6M | +18.9% | +4.4% | +14.5% | +16.9% |
| YTD | +37.7% | -10.7% | +48.4% | +36.2% |
| 1Y | +32.4% | +14.0% | +18.5% | +26.3% |
| 3Y | +99.5% | +406.6% | -307.1% | +36.4% |
| 5Y | +244.0% | -36.8% | +280.8% | +250.6% |
| All | +173.8% | -55.8% | +229.6% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling