-53.1%
ILMN vs LUMN
-37.8%
-15.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.4% |
| 7D | -5.4% | +2.5% | -7.9% | -5.6% |
| 30D | +7.0% | +10.3% | -3.3% | +6.1% |
| 3M | +24.2% | -18.3% | +42.5% | +25.8% |
| 6M | +69.9% | +4.4% | +65.6% | +68.4% |
| YTD | +57.4% | -10.7% | +68.1% | +56.6% |
| 1Y | +107.9% | +14.0% | +93.9% | +100.1% |
| 3Y | +37.1% | +406.6% | -369.4% | -0.4% |
| All | -53.1% | -37.8% | -15.3% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling