+37.6%
ITW vs LUMN
-37.8%
+75.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | -8.3% | +10.3% | -18.7% | -8.9% |
| 3M | +6.0% | -18.3% | +24.3% | +7.0% |
| 6M | 0.0% | +4.4% | -4.4% | -0.8% |
| YTD | +10.2% | -10.7% | +20.9% | +9.6% |
| 1Y | +3.2% | +14.0% | -10.7% | +0.4% |
| 3Y | +21.0% | +406.6% | -385.6% | -3.0% |
| All | +37.6% | -37.8% | +75.4% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling