+352.1%
IDXX vs LUMN
-55.8%
+407.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -5.7% | +2.5% | -8.2% | -5.9% |
| 30D | -11.5% | +10.3% | -21.9% | -12.3% |
| 3M | -9.5% | -18.3% | +8.7% | -8.4% |
| 6M | -16.0% | +4.4% | -20.3% | -16.9% |
| YTD | -25.4% | -10.7% | -14.7% | -25.9% |
| 1Y | -21.8% | +14.0% | -35.7% | -24.2% |
| 3Y | +7.0% | +406.6% | -399.5% | -17.2% |
| 5Y | -26.0% | -36.8% | +10.8% | -29.3% |
| All | +352.1% | -55.8% | +407.9% | +301.0% |
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