-41.5%
LUMN vs WU
-22.4%
-19.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +2.5% | -3.5% | +6.0% | +3.8% |
| 30D | +10.3% | -2.9% | +13.3% | +11.5% |
| 3M | -18.3% | -2.3% | -16.0% | -19.0% |
| 6M | +4.4% | -25.4% | +29.7% | +14.0% |
| YTD | -10.7% | -21.2% | +10.5% | -5.0% |
| 1Y | +14.0% | -8.9% | +22.8% | +14.1% |
| 3Y | +406.6% | -29.0% | +435.5% | +448.0% |
| 5Y | -36.8% | -50.7% | +13.9% | -22.5% |
| 10Y | -56.2% | -39.7% | -16.4% | -49.9% |
| All | -41.5% | -22.4% | -19.1% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling