+148.7%
EWY vs LUMN
-37.8%
+186.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +3.1% |
| 7D | -0.1% | +2.5% | -2.6% | -0.3% |
| 30D | +7.3% | +10.3% | -3.0% | +6.3% |
| 3M | -5.1% | -18.3% | +13.1% | -3.5% |
| 6M | +42.1% | +4.4% | +37.7% | +42.0% |
| YTD | +94.1% | -10.7% | +104.8% | +95.1% |
| 1Y | +147.8% | +14.0% | +133.9% | +144.8% |
| 3Y | +222.9% | +406.6% | -183.6% | +171.6% |
| All | +148.7% | -37.8% | +186.6% | +175.8% |
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