+16.1%
IP vs LUMN
-55.8%
+71.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -7.7% | +2.5% | -10.2% | -8.0% |
| 30D | -15.5% | +10.3% | -25.9% | -16.6% |
| 3M | -0.6% | -18.3% | +17.7% | +1.3% |
| 6M | -8.8% | +4.4% | -13.1% | -10.2% |
| YTD | -9.6% | -10.7% | +1.1% | -10.4% |
| 1Y | -22.5% | +14.0% | -36.5% | -26.6% |
| 3Y | +13.4% | +406.6% | -393.2% | -29.5% |
| 5Y | -22.1% | -36.8% | +14.7% | -21.3% |
| All | +16.1% | -55.8% | +71.9% | +8.5% |
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