+1,062.9%
IVZ vs LUMN
+94.3%
+968.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.4% | -1.4% | -0.9% | -2.0% |
| 30D | +2.5% | +6.7% | -4.2% | +0.3% |
| 3M | +17.1% | -17.6% | +34.6% | +22.2% |
| 6M | +35.1% | +1.6% | +33.5% | +30.7% |
| YTD | +24.3% | -12.4% | +36.7% | +21.9% |
| 1Y | +48.7% | +10.9% | +37.8% | +30.9% |
| 3Y | +135.6% | +379.6% | -243.9% | -20.1% |
| 5Y | +60.3% | -38.0% | +98.3% | +23.4% |
| 10Y | +62.5% | -57.0% | +119.5% | +24.9% |
| All | +1,062.9% | +94.3% | +968.6% | +441.9% |
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