-30.1%
LUMN vs IAG
+372.4%
-402.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 3M | -18.3% | +25.5% | -43.8% | -20.0% |
| 6M | +4.4% | -7.1% | +11.5% | +4.4% |
| YTD | -10.7% | +22.9% | -33.5% | -12.9% |
| 1Y | +14.0% | +83.3% | -69.4% | +7.5% |
| 3Y | +406.6% | +808.5% | -402.0% | +320.5% |
| 5Y | -36.8% | +838.0% | -874.8% | -48.8% |
| 10Y | -56.2% | +418.2% | -474.3% | -64.8% |
| All | -30.1% | +372.4% | -402.4% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling