-35.7%
LUMN vs EFV
+255.9%
-291.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.1% |
| 7D | +2.5% | -0.8% | +3.3% | +3.1% |
| 30D | +10.3% | +0.6% | +9.7% | +9.9% |
| 3M | -18.3% | +7.5% | -25.8% | -22.4% |
| 6M | +4.4% | +13.0% | -8.7% | -3.9% |
| YTD | -10.7% | +18.3% | -29.0% | -20.3% |
| 1Y | +14.0% | +26.7% | -12.8% | -3.0% |
| 3Y | +406.6% | +89.6% | +317.0% | +233.1% |
| 5Y | -36.8% | +98.2% | -135.0% | -59.4% |
| 10Y | -56.2% | +167.4% | -223.5% | -76.3% |
| All | -35.7% | +255.9% | -291.7% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling