+161.3%
W vs LUMN
-65.3%
+226.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -0.9% | +2.5% | -3.4% | -1.4% |
| 30D | -4.2% | +10.3% | -14.6% | -6.4% |
| 3M | +26.9% | -18.3% | +45.1% | +31.5% |
| 6M | +31.2% | +4.4% | +26.9% | +28.8% |
| YTD | -1.8% | -10.7% | +8.8% | -1.6% |
| 1Y | +9.3% | +14.0% | -4.6% | +2.3% |
| 3Y | +33.2% | +406.6% | -373.4% | -33.5% |
| 5Y | -62.4% | -36.8% | -25.6% | -63.0% |
| 10Y | +158.2% | -56.2% | +214.3% | +142.6% |
| All | +161.3% | -65.3% | +226.6% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling