+149.4%
EWT vs LUMN
-37.8%
+187.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | +4.5% | +10.3% | -5.9% | +3.7% |
| 3M | +8.3% | -18.3% | +26.5% | +9.5% |
| 6M | +54.2% | +4.4% | +49.9% | +53.4% |
| YTD | +74.6% | -10.7% | +85.3% | +74.4% |
| 1Y | +84.9% | +14.0% | +70.9% | +81.3% |
| 3Y | +197.5% | +406.6% | -209.0% | +157.9% |
| All | +149.4% | -37.8% | +187.3% | +157.3% |
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