+50.4%
EWJ vs LUMN
-37.8%
+88.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | +0.3% | +2.5% | -2.2% | +0.2% |
| 30D | +0.8% | +10.3% | -9.5% | +0.2% |
| 3M | +7.5% | -18.3% | +25.8% | +8.4% |
| 6M | +15.6% | +4.4% | +11.2% | +15.0% |
| YTD | +22.7% | -10.7% | +33.4% | +22.4% |
| 1Y | +26.4% | +14.0% | +12.5% | +24.2% |
| 3Y | +72.5% | +406.6% | -334.0% | +50.9% |
| All | +50.4% | -37.8% | +88.2% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling