+2.4%
IQV vs LUMN
-37.8%
+40.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | -2.2% | +2.5% | -4.8% | -2.4% |
| 30D | +8.3% | +10.3% | -2.0% | +7.4% |
| 3M | +44.6% | -18.3% | +62.8% | +46.4% |
| 6M | +52.6% | +4.4% | +48.2% | +50.4% |
| YTD | +16.1% | -10.7% | +26.8% | +15.3% |
| 1Y | +37.3% | +14.0% | +23.3% | +32.1% |
| 3Y | +21.6% | +406.6% | -385.0% | -9.3% |
| All | +2.4% | -37.8% | +40.3% | +13.8% |
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