+164.3%
EWY vs LUMN
+42.5%
+121.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.1% |
| 7D | +4.8% | +12.1% | -7.3% | +1.5% |
| 30D | +11.7% | +11.3% | +0.3% | +8.1% |
| 3M | -7.4% | -31.6% | +24.2% | +0.9% |
| 6M | +40.6% | -2.7% | +43.3% | +43.1% |
| YTD | +94.3% | -12.9% | +107.1% | +98.8% |
| 1Y | +164.3% | +36.2% | +128.1% | +163.0% |
| All | +164.3% | +42.5% | +121.8% | +163.0% |
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