+983.6%
ILMN vs LUMN
-15.1%
+998.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.3% |
| 7D | -5.4% | +2.5% | -7.9% | -5.8% |
| 30D | +7.0% | +10.3% | -3.3% | +5.1% |
| 3M | +24.2% | -18.3% | +42.5% | +27.7% |
| 6M | +69.9% | +4.4% | +65.6% | +66.2% |
| YTD | +57.4% | -10.7% | +68.1% | +54.7% |
| 1Y | +107.9% | +14.0% | +93.9% | +91.1% |
| 3Y | +37.1% | +406.6% | -369.4% | -28.8% |
| 5Y | -53.7% | -36.8% | -16.9% | -59.5% |
| 10Y | +28.7% | -56.2% | +84.9% | +9.6% |
| All | +983.6% | -15.1% | +998.7% | +536.0% |
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