-55.1%
LUMN vs ESTC
+19.1%
-74.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -9.2% | +11.7% | +4.1% |
| 30D | +10.3% | +8.1% | +2.3% | +8.1% |
| 3M | -18.3% | +38.5% | -56.7% | -23.4% |
| 6M | +4.4% | +57.8% | -53.4% | -5.0% |
| YTD | -10.7% | +10.5% | -21.2% | -14.0% |
| 1Y | +14.0% | -6.4% | +20.3% | +12.4% |
| 3Y | +406.6% | +4.7% | +401.9% | +378.4% |
| 5Y | -36.8% | -47.8% | +11.0% | -38.4% |
| All | -55.1% | +19.1% | -74.2% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling