-64.3%
XE vs LUMN
-56.6%
-7.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.9% | +0.3% | +15.6% | +15.8% |
| 7D | -4.6% | -18.2% | +13.7% | +4.0% |
| 30D | -27.5% | -32.5% | +5.0% | -15.3% |
| 3M | -49.9% | -32.4% | -17.5% | -42.5% |
| 6M | -67.2% | -59.3% | -7.9% | -56.4% |
| All | -64.3% | -56.6% | -7.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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