+52.5%
GWW vs LUMN
-63.6%
+116.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +6.0% | -18.2% | +24.2% | +6.2% |
| 30D | +14.0% | -32.5% | +46.5% | +14.6% |
| 3M | +12.5% | -32.4% | +44.9% | +13.1% |
| 6M | +23.6% | -59.3% | +83.0% | +25.7% |
| YTD | +43.6% | -48.6% | +92.3% | +42.1% |
| 1Y | +52.5% | -63.5% | +116.0% | +55.1% |
| All | +52.5% | -63.6% | +116.1% | +55.1% |
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