-5.1%
WYNN vs LUMN
-55.8%
+50.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -4.2% | +2.5% | -6.7% | -4.5% |
| 30D | -14.6% | +10.3% | -25.0% | -15.8% |
| 3M | -18.4% | -18.3% | -0.2% | -16.8% |
| 6M | -11.9% | +4.4% | -16.3% | -13.6% |
| YTD | -26.6% | -10.7% | -15.9% | -27.4% |
| 1Y | -28.5% | +14.0% | -42.5% | -32.2% |
| 3Y | -5.1% | +406.6% | -411.7% | -39.6% |
| 5Y | -10.5% | -36.8% | +26.3% | -11.4% |
| All | -5.1% | -55.8% | +50.7% | -15.0% |
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