+14.0%
LUMN vs FWONK
-3.0%
+16.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +2.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +10.3% | -7.7% | +18.1% | +7.8% |
| 3M | -18.3% | +5.7% | -24.0% | -17.4% |
| 6M | +4.4% | +13.5% | -9.1% | +6.8% |
| YTD | -10.7% | -3.0% | -7.7% | -8.4% |
| 1Y | +14.0% | -6.4% | +20.4% | +24.1% |
| All | +14.0% | -3.0% | +16.9% | +24.1% |
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