-56.5%
LUMN vs GWRE
+131.0%
-187.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +2.5% | -13.2% | +15.7% | +5.9% |
| 30D | +10.3% | -18.6% | +28.9% | +14.4% |
| 3M | -18.3% | +18.9% | -37.2% | -24.3% |
| 6M | +4.4% | -11.0% | +15.3% | +2.8% |
| YTD | -10.7% | -29.9% | +19.2% | -6.1% |
| 1Y | +14.0% | -44.3% | +58.3% | +28.7% |
| 3Y | +406.6% | +51.7% | +354.9% | +297.0% |
| 5Y | -36.8% | +15.4% | -52.2% | -48.4% |
| All | -56.5% | +131.0% | -187.4% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling