-39.9%
LUMN vs EFV
+95.9%
-135.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +0.5% |
| 7D | +2.5% | -0.8% | +3.3% | +3.6% |
| 30D | +10.3% | +0.6% | +9.7% | +9.5% |
| 3M | -18.3% | +7.5% | -25.8% | -25.6% |
| 6M | +4.4% | +13.0% | -8.7% | -10.1% |
| YTD | -10.7% | +18.3% | -29.0% | -27.4% |
| 1Y | +14.0% | +26.7% | -12.8% | -14.9% |
| 3Y | +406.6% | +89.6% | +317.0% | +139.5% |
| All | -39.9% | +95.9% | -135.8% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling