-63.4%
LUMN vs IAG
+42.5%
-105.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.1% | -11.0% |
| 7D | -16.9% | +4.5% | -21.5% | -17.8% |
| 30D | -32.7% | -5.7% | -27.0% | -32.0% |
| 3M | -34.5% | +10.1% | -44.7% | -36.1% |
| 6M | -56.9% | +7.3% | -64.2% | -57.9% |
| YTD | -48.8% | +6.1% | -54.9% | -49.1% |
| 1Y | -63.4% | +46.8% | -110.2% | -61.7% |
| All | -63.4% | +42.5% | -105.9% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling