-55.1%
LUMN vs WTW
+4.1%
-59.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.2% | +9.4% |
| 7D | -0.8% | +1.6% | -2.4% | -0.5% |
| 30D | -10.8% | +12.4% | -23.2% | -8.5% |
| 3M | -29.1% | -2.6% | -26.4% | -29.9% |
| 6M | -44.5% | +30.8% | -75.2% | -39.9% |
| YTD | -39.4% | +2.3% | -41.7% | -32.9% |
| 1Y | -55.1% | +4.9% | -60.0% | -49.5% |
| All | -55.1% | +4.1% | -59.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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