+59.5%
EWZ vs LUMN
-37.8%
+97.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +0.9% | +2.5% | -1.6% | +0.7% |
| 30D | +12.8% | +10.3% | +2.5% | +12.2% |
| 3M | +10.8% | -18.3% | +29.0% | +11.7% |
| 6M | +2.5% | +4.4% | -1.9% | +1.9% |
| YTD | +21.4% | -10.7% | +32.0% | +21.1% |
| 1Y | +32.8% | +14.0% | +18.8% | +30.6% |
| 3Y | +45.2% | +406.6% | -361.4% | +26.3% |
| All | +59.5% | -37.8% | +97.4% | +70.2% |
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