+2,503.5%
IBM vs LUMN
+156.1%
+2,347.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.7% |
| 7D | +3.6% | +2.5% | +1.1% | +3.2% |
| 30D | +3.1% | +10.3% | -7.2% | +1.5% |
| 3M | -10.8% | -18.3% | +7.4% | -8.8% |
| 6M | -0.8% | +4.4% | -5.2% | -3.0% |
| YTD | -16.2% | -10.7% | -5.5% | -17.1% |
| 1Y | -2.9% | +14.0% | -16.8% | -9.0% |
| 3Y | +79.8% | +406.6% | -326.7% | +5.0% |
| 5Y | +124.9% | -36.8% | +161.7% | +98.6% |
| 10Y | +147.9% | -56.2% | +204.1% | +117.6% |
| All | +2,503.5% | +156.1% | +2,347.4% | +1,446.6% |
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