+36.2%
LUMN vs IAG
+119.5%
-83.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.5% |
| 7D | +12.1% | -0.5% | +12.6% | +12.1% |
| 30D | +11.3% | +28.9% | -17.5% | +4.9% |
| 3M | -31.6% | +19.1% | -50.8% | -34.8% |
| 6M | -2.7% | -10.3% | +7.5% | -4.0% |
| YTD | -12.9% | +24.2% | -37.1% | -18.8% |
| 1Y | +36.2% | +116.5% | -80.3% | -1.8% |
| All | +36.2% | +119.5% | -83.3% | -1.8% |
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