+85.5%
ETN vs LUMN
+385.3%
-299.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.8% |
| 7D | +3.5% | +2.5% | +1.0% | +3.3% |
| 30D | -7.5% | +10.3% | -17.9% | -8.4% |
| 3M | +8.3% | -18.3% | +26.6% | +10.0% |
| 6M | +20.2% | +4.4% | +15.8% | +19.4% |
| YTD | +34.7% | -10.7% | +45.3% | +34.5% |
| 1Y | +19.4% | +14.0% | +5.5% | +16.8% |
| 3Y | +85.5% | +406.6% | -321.1% | +73.8% |
| All | +85.5% | +385.3% | -299.8% | +73.8% |
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