+14.0%
LUMN vs ESTC
-7.7%
+21.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -9.2% | +11.7% | +3.6% |
| 30D | +10.3% | +8.1% | +2.3% | +8.4% |
| 3M | -18.3% | +38.5% | -56.7% | -22.4% |
| 6M | +4.4% | +57.8% | -53.4% | -3.4% |
| YTD | -10.7% | +10.5% | -21.2% | -11.6% |
| 1Y | +14.0% | -6.4% | +20.3% | +18.8% |
| All | +14.0% | -7.7% | +21.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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