-49.1%
LUMN vs WCN
+15.8%
-64.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +9.2% |
| 7D | -0.8% | +2.6% | -3.4% | -0.1% |
| 30D | -10.8% | +25.3% | -36.1% | -4.6% |
| 3M | -29.1% | +15.2% | -44.3% | -26.8% |
| 6M | -44.5% | +26.4% | -70.9% | -40.5% |
| YTD | -39.4% | +9.9% | -49.3% | -37.3% |
| All | -49.1% | +15.8% | -64.9% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling