-20.7%
EXE vs LUMN
-62.6%
+41.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.0% | +8.7% | -2.4% |
| 7D | -5.6% | -16.9% | +11.3% | -5.9% |
| 30D | -3.3% | -32.7% | +29.4% | -4.0% |
| 3M | -5.5% | -34.5% | +29.1% | -6.2% |
| 6M | -13.4% | -56.9% | +43.5% | -15.2% |
| YTD | -21.3% | -48.8% | +27.5% | -22.9% |
| 1Y | -20.7% | -63.4% | +42.6% | -23.9% |
| All | -20.7% | -62.6% | +41.9% | -23.9% |
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