+786.4%
IWM vs LUMN
-7.8%
+794.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -2.4% | +2.5% | -4.9% | -2.9% |
| 30D | -4.6% | +10.3% | -14.9% | -6.5% |
| 3M | -0.3% | -18.3% | +18.0% | +2.8% |
| 6M | +14.7% | +4.4% | +10.4% | +11.9% |
| YTD | +17.8% | -10.7% | +28.5% | +16.3% |
| 1Y | +21.2% | +14.0% | +7.3% | +11.8% |
| 3Y | +62.3% | +406.6% | -344.2% | -18.7% |
| 5Y | +38.7% | -36.8% | +75.5% | +22.2% |
| 10Y | +170.1% | -56.2% | +226.2% | +134.3% |
| All | +786.4% | -7.8% | +794.3% | +406.3% |
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