+36.2%
LUMN vs WING
-65.5%
+101.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -2.0% |
| 7D | +12.1% | -3.9% | +15.9% | +12.1% |
| 30D | +11.3% | -11.6% | +22.9% | +11.2% |
| 3M | -31.6% | -24.2% | -7.4% | -31.9% |
| 6M | -2.7% | -54.1% | +51.3% | -6.6% |
| YTD | -12.9% | -53.9% | +41.0% | -15.1% |
| 1Y | +36.2% | -64.4% | +100.6% | +20.1% |
| All | +36.2% | -65.5% | +101.8% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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