+799.9%
EXPE vs LUMN
-31.3%
+831.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | -5.8% | +2.5% | -8.3% | -6.2% |
| 30D | -13.6% | +10.3% | -24.0% | -15.3% |
| 3M | +25.2% | -18.3% | +43.4% | +28.5% |
| 6M | +22.3% | +4.4% | +18.0% | +18.8% |
| YTD | -0.3% | -10.7% | +10.4% | -1.9% |
| 1Y | +27.8% | +14.0% | +13.9% | +17.3% |
| 3Y | +162.4% | +406.6% | -244.1% | +34.2% |
| 5Y | +95.8% | -36.8% | +132.6% | +76.1% |
| 10Y | +165.8% | -56.2% | +222.0% | +132.3% |
| All | +799.9% | -31.3% | +831.2% | +448.0% |
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