+514.4%
IBB vs LUMN
-17.3%
+531.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -4.2% | +2.5% | -6.8% | -4.6% |
| 30D | +1.1% | +10.3% | -9.2% | -0.4% |
| 3M | +19.0% | -18.3% | +37.3% | +21.7% |
| 6M | +18.9% | +4.4% | +14.5% | +16.5% |
| YTD | +20.3% | -10.7% | +31.0% | +19.0% |
| 1Y | +41.5% | +14.0% | +27.5% | +32.9% |
| 3Y | +60.3% | +406.6% | -346.3% | -7.0% |
| 5Y | +18.7% | -36.8% | +55.5% | +9.1% |
| 10Y | +124.2% | -56.2% | +180.4% | +101.2% |
| All | +514.4% | -17.3% | +531.8% | +237.1% |
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