+296.8%
ITOT vs LUMN
-55.8%
+352.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -0.9% | +2.5% | -3.4% | -1.1% |
| 30D | -1.5% | +10.3% | -11.8% | -2.4% |
| 3M | +3.6% | -18.3% | +21.8% | +5.1% |
| 6M | +13.7% | +4.4% | +9.3% | +12.4% |
| YTD | +12.9% | -10.7% | +23.6% | +12.3% |
| 1Y | +17.2% | +14.0% | +3.2% | +12.9% |
| 3Y | +75.6% | +406.6% | -330.9% | +27.6% |
| 5Y | +75.5% | -36.8% | +112.3% | +78.8% |
| All | +296.8% | -55.8% | +352.6% | +277.3% |
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 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