+14.0%
LUMN vs WING
-58.1%
+72.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.0% | +1.7% |
| 7D | +2.5% | +7.2% | -4.7% | +2.3% |
| 30D | +10.3% | +4.8% | +5.6% | +10.2% |
| 3M | -18.3% | -23.7% | +5.4% | -18.2% |
| 6M | +4.4% | -43.6% | +47.9% | +3.4% |
| YTD | -10.7% | -50.6% | +39.9% | -11.7% |
| 1Y | +14.0% | -57.0% | +71.0% | +15.0% |
| All | +14.0% | -58.1% | +72.1% | +15.0% |
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