+406.6%
LUMN vs WCC
+130.1%
+276.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | -0.3% |
| 7D | +2.5% | +1.5% | +1.0% | +1.4% |
| 30D | +10.3% | -2.1% | +12.5% | +11.4% |
| 3M | -18.3% | +3.8% | -22.1% | -20.8% |
| 6M | +4.4% | +35.0% | -30.6% | -14.4% |
| YTD | -10.7% | +46.4% | -57.0% | -29.7% |
| 1Y | +14.0% | +63.0% | -49.0% | -16.5% |
| 3Y | +406.6% | +133.9% | +272.6% | +183.9% |
| All | +406.6% | +130.1% | +276.5% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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