-39.9%
LUMN vs TW
+19.5%
-59.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +2.5% | -4.5% | +7.0% | +3.2% |
| 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% | +8.4% |
| YTD | -10.7% | -5.3% | -5.4% | -11.1% |
| 1Y | +14.0% | -14.8% | +28.7% | +17.0% |
| 3Y | +406.6% | +18.8% | +387.7% | +359.5% |
| All | -39.9% | +19.5% | -59.4% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling