+895.5%
ITOT vs LUMN
-25.9%
+921.3%
-55.2%
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% | +0.6% |
| 7D | -0.9% | +2.5% | -3.4% | -1.3% |
| 30D | -1.5% | +10.3% | -11.8% | -2.9% |
| 3M | +3.6% | -18.3% | +21.8% | +5.9% |
| 6M | +13.7% | +4.4% | +9.3% | +11.5% |
| YTD | +12.9% | -10.7% | +23.6% | +11.7% |
| 1Y | +17.2% | +14.0% | +3.2% | +10.2% |
| 3Y | +75.6% | +406.6% | -330.9% | +3.6% |
| 5Y | +75.5% | -36.8% | +112.3% | +66.3% |
| 10Y | +302.0% | -56.2% | +358.1% | +273.5% |
| All | +895.5% | -25.9% | +921.3% | +598.5% |
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