-55.1%
LUMN vs GWRE
+741.3%
-796.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +2.5% | -13.2% | +15.7% | +5.3% |
| 30D | +10.3% | -18.6% | +28.9% | +13.8% |
| 3M | -18.3% | +18.9% | -37.2% | -23.1% |
| 6M | +4.4% | -11.0% | +15.3% | +3.1% |
| YTD | -10.7% | -29.9% | +19.2% | -7.2% |
| 1Y | +14.0% | -44.3% | +58.3% | +24.9% |
| 3Y | +406.6% | +51.7% | +354.9% | +328.0% |
| 5Y | -36.8% | +15.4% | -52.2% | -45.1% |
| 10Y | -56.2% | +129.4% | -185.6% | -66.9% |
| All | -55.1% | +741.3% | -796.5% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling