+1,235.8%
EWY vs LUMN
-8.9%
+1,244.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.9% |
| 7D | -0.1% | +2.5% | -2.6% | -0.5% |
| 30D | +7.3% | +10.3% | -3.0% | +5.3% |
| 3M | -5.1% | -18.3% | +13.1% | -1.7% |
| 6M | +42.1% | +4.4% | +37.7% | +40.9% |
| YTD | +94.1% | -10.7% | +104.8% | +94.9% |
| 1Y | +147.8% | +14.0% | +133.9% | +135.1% |
| 3Y | +222.9% | +406.6% | -183.6% | +74.1% |
| 5Y | +150.6% | -36.8% | +187.4% | +129.0% |
| 10Y | +304.4% | -56.2% | +360.6% | +256.6% |
| All | +1,235.8% | -8.9% | +1,244.7% | +631.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling