+521.6%
IQV vs LUMN
-59.5%
+581.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -2.2% | +2.5% | -4.8% | -2.5% |
| 30D | +8.3% | +10.3% | -2.0% | +7.1% |
| 3M | +44.6% | -18.3% | +62.8% | +46.9% |
| 6M | +52.6% | +4.4% | +48.2% | +49.9% |
| YTD | +16.1% | -10.7% | +26.8% | +15.1% |
| 1Y | +37.3% | +14.0% | +23.3% | +30.8% |
| 3Y | +21.6% | +406.6% | -385.0% | -16.0% |
| 5Y | +0.5% | -36.8% | +37.3% | -4.0% |
| 10Y | +239.7% | -56.2% | +295.8% | +211.3% |
| All | +521.6% | -59.5% | +581.1% | +453.5% |
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