-16.5%
IT vs LUMN
-62.6%
+46.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -11.0% | +6.6% | -4.2% |
| 7D | -12.0% | -16.9% | +4.9% | -11.7% |
| 30D | +7.1% | -32.7% | +39.8% | +7.6% |
| 3M | +6.3% | -34.5% | +40.8% | +7.0% |
| 6M | +32.5% | -56.9% | +89.4% | +34.1% |
| YTD | -21.5% | -48.8% | +27.3% | -21.4% |
| 1Y | -16.5% | -63.4% | +46.9% | -17.3% |
| All | -16.5% | -62.6% | +46.2% | -17.3% |
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