+123.0%
IBM vs LUMN
-37.8%
+160.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.8% |
| 7D | +3.6% | +2.5% | +1.1% | +3.4% |
| 30D | +3.1% | +10.3% | -7.2% | +2.4% |
| 3M | -10.8% | -18.3% | +7.4% | -9.9% |
| 6M | -0.8% | +4.4% | -5.2% | -1.7% |
| YTD | -16.2% | -10.7% | -5.5% | -16.5% |
| 1Y | -2.9% | +14.0% | -16.8% | -5.3% |
| 3Y | +79.8% | +406.6% | -326.7% | +46.8% |
| All | +123.0% | -37.8% | +160.9% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling