-56.5%
LUMN vs WTW
+198.0%
-254.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.5% | -5.7% | +8.2% | +4.8% |
| 30D | +10.3% | -7.3% | +17.6% | +13.3% |
| 3M | -18.3% | +21.5% | -39.7% | -25.4% |
| 6M | +4.4% | +9.6% | -5.3% | -1.7% |
| YTD | -10.7% | -3.3% | -7.4% | -11.5% |
| 1Y | +14.0% | -6.1% | +20.1% | +13.8% |
| 3Y | +406.6% | +61.8% | +344.7% | +279.8% |
| 5Y | -36.8% | +42.7% | -79.5% | -50.2% |
| All | -56.5% | +198.0% | -254.5% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling