-84.4%
IRE vs LUMN
-2.0%
-82.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -1.1% |
| 7D | -4.5% | +2.5% | -7.0% | -7.3% |
| 30D | -7.8% | +10.3% | -18.2% | -16.4% |
| 3M | -60.0% | -18.3% | -41.7% | -50.5% |
| 6M | -48.3% | +4.4% | -52.6% | -41.3% |
| YTD | -54.5% | -10.7% | -43.8% | -40.3% |
| All | -84.4% | -2.0% | -82.4% | -82.2% |
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