+1,131.0%
IJR vs LUMN
-7.8%
+1,138.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -2.2% | +2.5% | -4.7% | -2.6% |
| 30D | -4.6% | +10.3% | -14.9% | -6.5% |
| 3M | +0.2% | -18.3% | +18.5% | +3.3% |
| 6M | +14.7% | +4.4% | +10.4% | +11.7% |
| YTD | +18.9% | -10.7% | +29.5% | +17.0% |
| 1Y | +19.9% | +14.0% | +6.0% | +10.3% |
| 3Y | +53.0% | +406.6% | -353.5% | -23.1% |
| 5Y | +40.9% | -36.8% | +77.7% | +23.7% |
| 10Y | +171.1% | -56.2% | +227.3% | +135.9% |
| All | +1,131.0% | -7.8% | +1,138.9% | +643.9% |
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