+25.7%
WAT vs LUMN
-58.0%
+83.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.6% | +2.0% |
| 7D | -1.9% | -6.9% | +4.9% | -1.6% |
| 30D | +6.2% | -20.5% | +26.7% | +7.5% |
| 3M | +18.1% | -33.4% | +51.4% | +20.6% |
| 6M | +54.9% | -52.1% | +107.0% | +60.8% |
| YTD | +23.1% | -42.5% | +65.6% | +24.9% |
| All | +25.7% | -58.0% | +83.7% | +27.8% |
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