+169.7%
EXE vs LUMN
-36.6%
+206.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | -3.1% | +2.5% | -5.7% | -3.3% |
| 30D | -0.9% | +10.3% | -11.2% | -1.5% |
| 3M | +9.6% | -18.3% | +27.8% | +10.5% |
| 6M | -11.6% | +4.4% | -16.0% | -12.4% |
| YTD | -12.6% | -10.7% | -1.9% | -13.1% |
| 1Y | +1.2% | +14.0% | -12.8% | -1.6% |
| 3Y | +18.0% | +406.6% | -388.5% | -7.0% |
| 5Y | +101.1% | -36.8% | +137.9% | +153.2% |
| All | +169.7% | -36.6% | +206.3% | +234.0% |
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 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