+53,289.7%
IDXX vs LUMN
+248.5%
+53,041.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -5.7% | +2.5% | -8.2% | -6.0% |
| 30D | -11.5% | +10.3% | -21.9% | -12.8% |
| 3M | -9.5% | -18.3% | +8.7% | -7.7% |
| 6M | -16.0% | +4.4% | -20.3% | -17.7% |
| YTD | -25.4% | -10.7% | -14.7% | -26.4% |
| 1Y | -21.8% | +14.0% | -35.7% | -26.1% |
| 3Y | +7.0% | +406.6% | -399.5% | -32.0% |
| 5Y | -26.0% | -36.8% | +10.8% | -33.5% |
| 10Y | +358.9% | -56.2% | +415.1% | +302.2% |
| All | +53,289.7% | +248.5% | +53,041.2% | +29,786.9% |
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 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