+55.1%
WAT vs LUMN
+385.3%
-330.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | -0.3% | +2.5% | -2.8% | -0.4% |
| 30D | -1.9% | +10.3% | -12.2% | -2.4% |
| 3M | +13.5% | -18.3% | +31.8% | +14.5% |
| 6M | +37.2% | +4.4% | +32.9% | +36.1% |
| YTD | +7.5% | -10.7% | +18.2% | +7.1% |
| 1Y | +35.0% | +14.0% | +21.1% | +31.4% |
| 3Y | +55.1% | +406.6% | -351.5% | +29.0% |
| All | +55.1% | +385.3% | -330.2% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling