+8.5%
IRM vs LUMN
-62.6%
+71.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -11.0% | -0.1% | -9.2% |
| 7D | -10.9% | -16.9% | +6.0% | -8.1% |
| 30D | -9.4% | -32.7% | +23.2% | -3.8% |
| 3M | -16.4% | -34.5% | +18.2% | -11.1% |
| 6M | -18.7% | -56.9% | +38.2% | -8.6% |
| YTD | +30.1% | -48.8% | +78.9% | +37.4% |
| 1Y | +8.5% | -63.4% | +71.9% | +18.0% |
| All | +8.5% | -62.6% | +71.2% | +18.0% |
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