+53.9%
LUMN vs WETO
-99.4%
+153.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +1.9% |
| 7D | +2.5% | -4.3% | +6.8% | +2.5% |
| 30D | +10.3% | -39.9% | +50.2% | +8.4% |
| 3M | -18.3% | -97.9% | +79.6% | -14.8% |
| 6M | +4.4% | -95.0% | +99.4% | +4.3% |
| YTD | -10.7% | -97.2% | +86.5% | -10.6% |
| 1Y | +14.0% | -98.9% | +112.9% | +10.7% |
| All | +53.9% | -99.4% | +153.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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