+188.3%
ITW vs LUMN
-55.8%
+244.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -0.7% | +2.5% | -3.2% | -1.0% |
| 30D | -8.3% | +10.3% | -18.7% | -9.2% |
| 3M | +6.0% | -18.3% | +24.3% | +7.6% |
| 6M | 0.0% | +4.4% | -4.4% | -1.4% |
| YTD | +10.2% | -10.7% | +20.9% | +9.2% |
| 1Y | +3.2% | +14.0% | -10.7% | -1.4% |
| 3Y | +21.0% | +406.6% | -385.6% | -17.1% |
| 5Y | +37.9% | -36.8% | +74.7% | +41.0% |
| All | +188.3% | -55.8% | +244.1% | +172.4% |
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