+357.7%
IGV vs LUMN
-55.8%
+413.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -2.9% | +2.5% | -5.4% | -3.1% |
| 30D | -1.5% | +10.3% | -11.8% | -2.5% |
| 3M | +11.7% | -18.3% | +29.9% | +13.3% |
| 6M | +18.4% | +4.4% | +14.1% | +16.9% |
| YTD | -3.9% | -10.7% | +6.8% | -4.5% |
| 1Y | -9.7% | +14.0% | -23.6% | -12.9% |
| 3Y | +38.4% | +406.6% | -368.1% | +4.7% |
| 5Y | +21.6% | -36.8% | +58.4% | +22.3% |
| All | +357.7% | -55.8% | +413.6% | +331.7% |
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