+5,319.1%
WMB vs LUMN
+156.1%
+5,163.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -1.0% | +2.5% | -3.6% | -1.5% |
| 30D | -0.4% | +10.3% | -10.8% | -2.6% |
| 3M | +3.2% | -18.3% | +21.5% | +6.5% |
| 6M | +0.1% | +4.4% | -4.3% | -3.3% |
| YTD | +23.9% | -10.7% | +34.5% | +20.9% |
| 1Y | +27.6% | +14.0% | +13.6% | +15.0% |
| 3Y | +141.9% | +406.6% | -264.7% | +9.0% |
| 5Y | +273.8% | -36.8% | +310.6% | +204.6% |
| 10Y | +303.4% | -56.2% | +359.6% | +223.7% |
| All | +5,319.1% | +156.1% | +5,163.0% | +2,814.7% |
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