+295.2%
WBD vs LUMN
-30.9%
+326.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -0.7% | +2.5% | -3.3% | -1.3% |
| 30D | +1.4% | +10.3% | -8.9% | -1.1% |
| 3M | +4.4% | -18.3% | +22.6% | +8.1% |
| 6M | +0.8% | +4.4% | -3.5% | -3.0% |
| YTD | -2.7% | -10.7% | +8.0% | -5.4% |
| 1Y | +73.4% | +14.0% | +59.5% | +54.2% |
| 3Y | +142.1% | +406.6% | -264.4% | 0.0% |
| 5Y | +7.2% | -36.8% | +44.0% | -6.3% |
| 10Y | +14.2% | -56.2% | +70.4% | +2.1% |
| All | +295.2% | -30.9% | +326.1% | +160.6% |
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