-18.0%
IDXX vs LUMN
+44.7%
-62.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.3% |
| 7D | -3.5% | +12.1% | -15.6% | -4.2% |
| 30D | -8.4% | +11.3% | -19.8% | -9.1% |
| 3M | -5.2% | -31.6% | +26.4% | -2.7% |
| 6M | -17.5% | -2.7% | -14.7% | -18.2% |
| YTD | -20.9% | -12.9% | -8.0% | -21.5% |
| All | -18.0% | +44.7% | -62.6% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling