+320.5%
IP vs LUMN
+151.3%
+169.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.9% | -1.4% | -4.5% | -5.7% |
| 30D | -17.0% | +6.7% | -23.8% | -18.2% |
| 3M | +8.9% | -17.6% | +26.4% | +11.9% |
| 6M | -10.0% | +1.6% | -11.6% | -11.9% |
| YTD | -9.8% | -12.4% | +2.6% | -11.0% |
| 1Y | -22.6% | +10.9% | -33.5% | -28.8% |
| 3Y | +13.1% | +379.6% | -366.5% | -43.9% |
| 5Y | -22.3% | -38.0% | +15.7% | -34.8% |
| 10Y | +17.1% | -57.0% | +74.1% | -1.7% |
| All | +320.5% | +151.3% | +169.2% | +118.5% |
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 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