+36.2%
LUMN vs FWONK
-4.6%
+40.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.5% |
| 7D | +12.1% | -6.2% | +18.3% | +9.8% |
| 30D | +11.3% | -0.6% | +11.9% | +11.2% |
| 3M | -31.6% | +11.1% | -42.7% | -29.8% |
| 6M | -2.7% | +11.7% | -14.5% | -0.2% |
| YTD | -12.9% | -3.1% | -9.8% | -11.8% |
| 1Y | +36.2% | -4.2% | +40.4% | +51.2% |
| All | +36.2% | -4.6% | +40.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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