-63.5%
LUMN vs EFV
+20.2%
-83.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +2.1% |
| 7D | -18.2% | -0.7% | -17.6% | -17.5% |
| 30D | -32.5% | +0.9% | -33.4% | -33.2% |
| 3M | -32.4% | -3.6% | -28.8% | -29.0% |
| 6M | -59.3% | +2.5% | -61.9% | -60.6% |
| YTD | -48.6% | +13.2% | -61.8% | -56.4% |
| 1Y | -63.5% | +20.3% | -83.9% | -70.2% |
| All | -63.5% | +20.2% | -83.7% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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