+36.2%
LUMN vs ARWR
+208.4%
-172.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | +12.1% | +1.7% | +10.4% | +11.4% |
| 30D | +11.3% | -0.7% | +12.0% | +11.6% |
| 3M | -31.6% | +14.9% | -46.5% | -35.5% |
| 6M | -2.7% | +32.6% | -35.4% | -13.4% |
| YTD | -12.9% | +30.0% | -42.9% | -21.2% |
| 1Y | +36.2% | +208.4% | -172.1% | +12.0% |
| All | +36.2% | +208.4% | -172.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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