+10,699.1%
WAT vs LUMN
+86.7%
+10,612.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -0.3% | +2.5% | -2.8% | -0.6% |
| 30D | -1.9% | +10.3% | -12.2% | -3.4% |
| 3M | +13.5% | -18.3% | +31.8% | +16.2% |
| 6M | +37.2% | +4.4% | +32.9% | +34.3% |
| YTD | +7.5% | -10.7% | +18.2% | +6.3% |
| 1Y | +35.0% | +14.0% | +21.1% | +26.0% |
| 3Y | +55.1% | +406.6% | -351.5% | -9.5% |
| 5Y | -2.8% | -36.8% | +34.0% | -13.8% |
| 10Y | +170.2% | -56.2% | +226.4% | +134.2% |
| All | +10,699.1% | +86.7% | +10,612.3% | +5,332.1% |
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