+11.0%
EWJ vs LUMN
-63.6%
+74.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -5.0% | -18.2% | +13.2% | -3.1% |
| 30D | -10.2% | -32.5% | +22.3% | -6.8% |
| 3M | -7.2% | -32.4% | +25.1% | -3.9% |
| 6M | -3.2% | -59.3% | +56.1% | +4.4% |
| YTD | +9.9% | -48.6% | +58.6% | +14.3% |
| 1Y | +11.0% | -63.5% | +74.5% | +15.9% |
| All | +11.0% | -63.6% | +74.6% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling