+12.2%
ETSY vs LUMN
+385.3%
-373.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -4.9% | +2.5% | -7.4% | -5.0% |
| 30D | -8.6% | +10.3% | -19.0% | -9.1% |
| 3M | +4.8% | -18.3% | +23.0% | +5.7% |
| 6M | +38.1% | +4.4% | +33.7% | +37.3% |
| YTD | +31.2% | -10.7% | +41.9% | +31.0% |
| 1Y | +22.1% | +14.0% | +8.1% | +19.9% |
| 3Y | +12.2% | +406.6% | -394.3% | -9.3% |
| All | +12.2% | +385.3% | -373.1% | -9.3% |
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