+144.6%
IEFA vs LUMN
-55.8%
+200.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -1.6% | +2.5% | -4.1% | -1.7% |
| 30D | -1.5% | +10.3% | -11.8% | -2.3% |
| 3M | +3.4% | -18.3% | +21.7% | +4.6% |
| 6M | +9.5% | +4.4% | +5.1% | +8.5% |
| YTD | +13.0% | -10.7% | +23.7% | +12.5% |
| 1Y | +18.0% | +14.0% | +4.0% | +14.6% |
| 3Y | +65.4% | +406.6% | -341.2% | +27.0% |
| 5Y | +51.6% | -36.8% | +88.4% | +53.1% |
| All | +144.6% | -55.8% | +200.4% | +131.5% |
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 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