+434.2%
IRM vs LUMN
-55.8%
+490.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.8% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | -7.4% | +10.3% | -17.7% | -8.6% |
| 3M | -7.4% | -18.3% | +10.9% | -5.4% |
| 6M | +8.7% | +4.4% | +4.3% | +7.1% |
| YTD | +40.9% | -10.7% | +51.6% | +40.0% |
| 1Y | +20.5% | +14.0% | +6.6% | +14.7% |
| 3Y | +101.7% | +406.6% | -304.9% | +29.9% |
| 5Y | +197.7% | -36.8% | +234.5% | +202.9% |
| All | +434.2% | -55.8% | +490.0% | +399.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling