-97.7%
IRE vs LUMN
-59.3%
-38.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -5.9% | -17.3% | -16.7% |
| 7D | -46.8% | -6.9% | -40.0% | -42.0% |
| 30D | -75.5% | -20.5% | -55.0% | -67.4% |
| 3M | -79.4% | -33.4% | -46.0% | -67.4% |
| 6M | -91.3% | -52.1% | -39.2% | -78.9% |
| YTD | -90.8% | -42.5% | -48.4% | -78.9% |
| 1Y | -97.7% | -57.6% | -40.1% | -94.3% |
| All | -97.7% | -59.3% | -38.4% | -94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling