-56.5%
LUMN vs IAG
+427.6%
-484.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +2.5% | -1.1% | +3.6% | +2.6% |
| 30D | +10.3% | +12.1% | -1.8% | +8.7% |
| 3M | -18.3% | +25.5% | -43.8% | -20.8% |
| 6M | +4.4% | -7.1% | +11.5% | +4.3% |
| YTD | -10.7% | +22.9% | -33.5% | -13.9% |
| 1Y | +14.0% | +83.3% | -69.4% | +4.7% |
| 3Y | +406.6% | +808.5% | -402.0% | +289.5% |
| 5Y | -36.8% | +838.0% | -874.8% | -53.2% |
| All | -56.5% | +427.6% | -484.1% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling