-58.7%
LUMN vs WING
+442.4%
-501.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.0% | +1.1% |
| 7D | +2.5% | +7.2% | -4.7% | +1.5% |
| 30D | +10.3% | +4.8% | +5.6% | +9.5% |
| 3M | -18.3% | -23.7% | +5.4% | -15.8% |
| 6M | +4.4% | -43.6% | +47.9% | +11.5% |
| YTD | -10.7% | -50.6% | +39.9% | -3.8% |
| 1Y | +14.0% | -57.0% | +71.0% | +24.6% |
| 3Y | +406.6% | -28.3% | +434.8% | +401.1% |
| 5Y | -36.8% | -32.4% | -4.4% | -38.9% |
| 10Y | -56.2% | +403.6% | -459.7% | -71.0% |
| All | -58.7% | +442.4% | -501.2% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling