+109.4%
INDA vs LUMN
-55.0%
+164.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.8% |
| 7D | -2.7% | +2.5% | -5.2% | -2.8% |
| 30D | -2.8% | +10.3% | -13.1% | -3.4% |
| 3M | +1.6% | -18.3% | +19.9% | +2.7% |
| 6M | -1.4% | +4.4% | -5.8% | -2.3% |
| YTD | -10.1% | -10.7% | +0.5% | -10.6% |
| 1Y | -8.8% | +14.0% | -22.7% | -11.4% |
| 3Y | +7.6% | +406.6% | -399.0% | -16.3% |
| 5Y | +5.8% | -36.8% | +42.6% | +6.5% |
| 10Y | +84.0% | -56.2% | +140.2% | +81.2% |
| All | +109.4% | -55.0% | +164.3% | +81.2% |
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