-51.2%
LUMN vs GWRE
-27.4%
-23.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.2% | -7.5% | -6.2% |
| 7D | +4.8% | -4.4% | +9.2% | +4.7% |
| 30D | -16.4% | -3.5% | -13.0% | -16.5% |
| 3M | -33.7% | -7.6% | -26.2% | -33.7% |
| 6M | -51.9% | +21.8% | -73.7% | -50.7% |
| YTD | -46.3% | -20.4% | -25.9% | -40.2% |
| 1Y | -51.2% | -27.6% | -23.6% | -42.0% |
| All | -51.2% | -27.4% | -23.8% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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