+4.7%
WY vs LUMN
-55.8%
+60.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -4.2% | +2.5% | -6.7% | -4.5% |
| 30D | -10.1% | +10.3% | -20.4% | -11.3% |
| 3M | -8.5% | -18.3% | +9.8% | -6.7% |
| 6M | -3.3% | +4.4% | -7.7% | -5.2% |
| YTD | -4.4% | -10.7% | +6.3% | -5.6% |
| 1Y | -11.5% | +14.0% | -25.4% | -17.0% |
| 3Y | -24.3% | +406.6% | -430.9% | -55.7% |
| 5Y | -21.3% | -36.8% | +15.5% | -22.1% |
| All | +4.7% | -55.8% | +60.5% | -5.3% |
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