+142.5%
ETSY vs LUMN
-62.2%
+204.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -4.9% | +2.5% | -7.4% | -5.1% |
| 30D | -8.6% | +10.3% | -19.0% | -9.7% |
| 3M | +4.8% | -18.3% | +23.0% | +6.5% |
| 6M | +38.1% | +4.4% | +33.7% | +36.2% |
| YTD | +31.2% | -10.7% | +41.9% | +30.5% |
| 1Y | +22.1% | +14.0% | +8.1% | +16.8% |
| 3Y | +12.2% | +406.6% | -394.3% | -25.1% |
| 5Y | -66.5% | -36.8% | -29.7% | -67.5% |
| 10Y | +433.4% | -56.2% | +489.6% | +403.8% |
| All | +142.5% | -62.2% | +204.7% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling