+2,258.4%
ICE vs LUMN
-27.1%
+2,285.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -2.4% | +2.5% | -4.9% | -2.7% |
| 30D | +4.0% | +10.3% | -6.3% | +2.7% |
| 3M | +13.7% | -18.3% | +31.9% | +15.7% |
| 6M | +0.9% | +4.4% | -3.4% | -1.2% |
| YTD | -2.1% | -10.7% | +8.5% | -3.6% |
| 1Y | -9.5% | +14.0% | -23.5% | -15.2% |
| 3Y | +42.1% | +406.6% | -364.5% | -17.2% |
| 5Y | +41.4% | -36.8% | +78.2% | +32.7% |
| 10Y | +216.7% | -56.2% | +272.9% | +186.6% |
| All | +2,258.4% | -27.1% | +2,285.6% | +1,569.5% |
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