-61.0%
LUMN vs FWONK
+276.9%
-338.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +10.3% | -7.7% | +18.1% | +13.1% |
| 3M | -18.3% | +5.7% | -24.0% | -20.3% |
| 6M | +4.4% | +13.5% | -9.1% | -1.1% |
| YTD | -10.7% | -3.0% | -7.7% | -11.2% |
| 1Y | +14.0% | -6.4% | +20.4% | +14.4% |
| 3Y | +406.6% | +43.8% | +362.7% | +339.7% |
| 5Y | -36.8% | +98.6% | -135.4% | -50.7% |
| 10Y | -56.2% | +340.0% | -396.2% | -72.9% |
| All | -61.0% | +276.9% | -338.0% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling