-11.4%
IGV vs LUMN
-62.6%
+51.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -11.0% | +6.6% | -3.1% |
| 7D | -8.3% | -16.9% | +8.6% | -6.4% |
| 30D | -10.9% | -32.7% | +21.7% | -7.2% |
| 3M | -2.3% | -34.5% | +32.3% | +1.9% |
| 6M | +12.2% | -56.9% | +69.1% | +21.4% |
| YTD | -6.3% | -48.8% | +42.5% | -2.1% |
| 1Y | -11.4% | -63.4% | +52.0% | -4.6% |
| All | -11.4% | -62.6% | +51.2% | -4.6% |
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