+424.6%
ETSY vs LUMN
-55.8%
+480.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -4.9% | +2.5% | -7.4% | -5.1% |
| 30D | -8.6% | +10.3% | -19.0% | -9.6% |
| 3M | +4.8% | -18.3% | +23.0% | +6.3% |
| 6M | +38.1% | +4.4% | +33.7% | +36.4% |
| YTD | +31.2% | -10.7% | +41.9% | +30.6% |
| 1Y | +22.1% | +14.0% | +8.1% | +17.3% |
| 3Y | +12.2% | +406.6% | -394.3% | -22.2% |
| 5Y | -66.5% | -36.8% | -29.7% | -67.4% |
| All | +424.6% | -55.8% | +480.4% | +364.9% |
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