+298.4%
WMB vs LUMN
-55.8%
+354.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -1.0% | +2.5% | -3.6% | -1.3% |
| 30D | -0.4% | +10.3% | -10.8% | -1.5% |
| 3M | +3.2% | -18.3% | +21.5% | +4.8% |
| 6M | +0.1% | +4.4% | -4.3% | -1.5% |
| YTD | +23.9% | -10.7% | +34.5% | +22.6% |
| 1Y | +27.6% | +14.0% | +13.6% | +21.6% |
| 3Y | +141.9% | +406.6% | -264.7% | +63.8% |
| 5Y | +273.8% | -36.8% | +310.6% | +281.3% |
| All | +298.4% | -55.8% | +354.2% | +284.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling