+628.6%
WY vs LUMN
+156.1%
+472.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | -4.2% | +2.5% | -6.7% | -4.6% |
| 30D | -10.1% | +10.3% | -20.4% | -11.9% |
| 3M | -8.5% | -18.3% | +9.8% | -5.8% |
| 6M | -3.3% | +4.4% | -7.7% | -6.2% |
| YTD | -4.4% | -10.7% | +6.3% | -6.5% |
| 1Y | -11.5% | +14.0% | -25.4% | -19.6% |
| 3Y | -24.3% | +406.6% | -430.9% | -63.5% |
| 5Y | -21.3% | -36.8% | +15.5% | -34.9% |
| 10Y | +7.0% | -56.2% | +63.2% | -11.5% |
| All | +628.6% | +156.1% | +472.5% | +281.3% |
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 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