+117.8%
EW vs LUMN
-55.8%
+173.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -2.9% |
| 7D | -6.2% | +2.5% | -8.7% | -6.3% |
| 30D | -9.3% | +10.3% | -19.7% | -10.0% |
| 3M | -1.6% | -18.3% | +16.6% | -0.5% |
| 6M | -0.8% | +4.4% | -5.2% | -1.8% |
| YTD | -1.0% | -10.7% | +9.6% | -1.5% |
| 1Y | +8.2% | +14.0% | -5.8% | +4.9% |
| 3Y | +12.7% | +406.6% | -393.9% | -16.3% |
| 5Y | -30.2% | -36.8% | +6.6% | -28.8% |
| All | +117.8% | -55.8% | +173.6% | +105.9% |
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