-39.9%
LUMN vs FWONK
+97.7%
-137.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +10.3% | -7.7% | +18.1% | +13.6% |
| 3M | -18.3% | +5.7% | -24.0% | -21.0% |
| 6M | +4.4% | +13.5% | -9.1% | -2.8% |
| YTD | -10.7% | -3.0% | -7.7% | -11.1% |
| 1Y | +14.0% | -6.4% | +20.4% | +15.3% |
| 3Y | +406.6% | +43.8% | +362.7% | +314.9% |
| All | -39.9% | +97.7% | -137.6% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling