+990.2%
IBKR vs LUMN
-55.8%
+1,046.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | -1.3% | +2.5% | -3.9% | -1.6% |
| 30D | -0.2% | +10.3% | -10.6% | -1.4% |
| 3M | +3.0% | -18.3% | +21.2% | +4.9% |
| 6M | +33.9% | +4.4% | +29.5% | +32.4% |
| YTD | +42.5% | -10.7% | +53.2% | +42.2% |
| 1Y | +44.9% | +14.0% | +30.9% | +39.9% |
| 3Y | +293.0% | +406.6% | -113.6% | +193.9% |
| 5Y | +497.7% | -36.8% | +534.5% | +512.7% |
| All | +990.2% | -55.8% | +1,046.0% | +940.2% |
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