-42.7%
ETHA vs LUMN
+42.5%
-85.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.2% |
| 7D | +0.8% | +12.1% | -11.3% | -1.7% |
| 30D | +27.9% | +11.3% | +16.6% | +24.3% |
| 3M | +38.3% | -31.6% | +69.9% | +51.4% |
| 6M | +14.0% | -2.7% | +16.7% | +12.8% |
| YTD | -17.4% | -12.9% | -4.6% | -17.6% |
| 1Y | -42.7% | +36.2% | -78.9% | -39.7% |
| All | -42.7% | +42.5% | -85.2% | -39.7% |
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