-24.6%
LUMN vs TW
+206.7%
-231.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +2.5% | -4.5% | +7.0% | +3.3% |
| 30D | +10.3% | -2.3% | +12.6% | +10.6% |
| 3M | -18.3% | +2.6% | -20.9% | -19.3% |
| 6M | +4.4% | -17.5% | +21.9% | +7.5% |
| YTD | -10.7% | -5.3% | -5.4% | -11.1% |
| 1Y | +14.0% | -14.8% | +28.7% | +16.0% |
| 3Y | +406.6% | +18.8% | +387.7% | +374.2% |
| 5Y | -36.8% | +20.7% | -57.5% | -42.3% |
| All | -24.6% | +206.7% | -231.3% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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