+12.7%
EW vs LUMN
+385.3%
-372.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -2.8% |
| 7D | -6.2% | +2.5% | -8.7% | -6.2% |
| 30D | -9.3% | +10.3% | -19.7% | -9.5% |
| 3M | -1.6% | -18.3% | +16.6% | -1.3% |
| 6M | -0.8% | +4.4% | -5.2% | -1.1% |
| YTD | -1.0% | -10.7% | +9.6% | -1.1% |
| 1Y | +8.2% | +14.0% | -5.8% | +7.4% |
| 3Y | +12.7% | +406.6% | -393.9% | +5.6% |
| All | +12.7% | +385.3% | -372.6% | +5.6% |
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