-83.7%
IRE vs LUMN
-4.4%
-79.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.0% | +16.0% | +16.1% |
| 7D | +54.8% | +12.1% | +42.7% | +38.2% |
| 30D | +18.4% | +11.3% | +7.0% | +5.3% |
| 3M | -66.7% | -31.6% | -35.1% | -49.8% |
| 6M | -52.3% | -2.7% | -49.6% | -42.2% |
| YTD | -52.3% | -12.9% | -39.4% | -35.5% |
| All | -83.7% | -4.4% | -79.3% | -80.8% |
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 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