+12.4%
W vs LUMN
-62.6%
+75.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -11.0% | +2.7% | -5.4% |
| 7D | -5.6% | -16.9% | +11.3% | -1.1% |
| 30D | +7.5% | -32.7% | +40.2% | +18.6% |
| 3M | +5.4% | -34.5% | +39.9% | +16.4% |
| 6M | +79.4% | -56.9% | +136.3% | +119.8% |
| YTD | +12.9% | -48.8% | +61.7% | +33.0% |
| 1Y | +12.4% | -63.4% | +75.8% | +28.4% |
| All | +12.4% | -62.6% | +75.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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