+59.7%
IVZ vs LUMN
-37.8%
+97.5%
-48.9%
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% | +0.8% |
| 7D | -2.4% | +2.5% | -4.9% | -2.7% |
| 30D | +3.0% | +10.3% | -7.3% | +1.6% |
| 3M | +14.9% | -18.3% | +33.1% | +17.4% |
| 6M | +36.7% | +4.4% | +32.4% | +34.5% |
| YTD | +25.7% | -10.7% | +36.4% | +24.7% |
| 1Y | +47.7% | +14.0% | +33.7% | +39.7% |
| 3Y | +138.8% | +406.6% | -267.7% | +50.7% |
| All | +59.7% | -37.8% | +97.5% | +94.8% |
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