-56.5%
LUMN vs WU
-39.1%
-17.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +2.5% | -3.5% | +6.0% | +4.2% |
| 30D | +10.3% | -2.9% | +13.3% | +11.8% |
| 3M | -18.3% | -2.3% | -16.0% | -19.6% |
| 6M | +4.4% | -25.4% | +29.7% | +17.1% |
| YTD | -10.7% | -21.2% | +10.5% | -3.4% |
| 1Y | +14.0% | -8.9% | +22.8% | +13.2% |
| 3Y | +406.6% | -29.0% | +435.5% | +457.3% |
| 5Y | -36.8% | -50.7% | +13.9% | -16.7% |
| All | -56.5% | -39.1% | -17.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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