+140.4%
LUMN vs ARWR
-97.2%
+237.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.5% | -4.0% | +6.6% | +2.5% |
| 30D | +10.3% | -5.0% | +15.4% | +10.4% |
| 3M | -18.3% | +11.3% | -29.6% | -18.3% |
| 6M | +4.4% | +42.6% | -38.2% | +4.2% |
| YTD | -10.7% | +24.8% | -35.5% | -10.8% |
| 1Y | +14.0% | +178.8% | -164.8% | +13.4% |
| 3Y | +406.6% | +183.3% | +223.2% | +403.2% |
| 5Y | -36.8% | +29.5% | -66.3% | -37.1% |
| 10Y | -56.2% | +1,057.1% | -1,113.3% | -56.7% |
| All | +140.4% | -97.2% | +237.5% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling