+18,622.2%
WELL vs LUMN
+156.1%
+18,466.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -0.2% | +2.5% | -2.7% | -0.5% |
| 30D | +2.3% | +10.3% | -8.0% | +0.9% |
| 3M | +12.3% | -18.3% | +30.5% | +14.4% |
| 6M | +15.6% | +4.4% | +11.2% | +13.1% |
| YTD | +28.3% | -10.7% | +39.0% | +26.4% |
| 1Y | +41.9% | +14.0% | +28.0% | +33.1% |
| 3Y | +198.3% | +406.6% | -208.2% | +81.9% |
| 5Y | +206.4% | -36.8% | +243.2% | +171.0% |
| 10Y | +356.0% | -56.2% | +412.2% | +299.5% |
| All | +18,622.2% | +156.1% | +18,466.1% | +13,295.8% |
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 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