+406.6%
LUMN vs GWRE
+50.1%
+356.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +2.5% | -13.2% | +15.7% | +4.9% |
| 30D | +10.3% | -18.6% | +28.9% | +13.1% |
| 3M | -18.3% | +18.9% | -37.2% | -23.5% |
| 6M | +4.4% | -11.0% | +15.3% | +4.3% |
| YTD | -10.7% | -29.9% | +19.2% | -3.2% |
| 1Y | +14.0% | -44.3% | +58.3% | +34.9% |
| 3Y | +406.6% | +51.7% | +354.9% | +155.7% |
| All | +406.6% | +50.1% | +356.5% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling