+36.2%
LUMN vs IBN
-4.0%
+40.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +12.1% | +1.4% | +10.7% | +11.6% |
| 30D | +11.3% | -0.3% | +11.7% | +11.4% |
| 3M | -31.6% | +17.1% | -48.7% | -35.7% |
| 6M | -2.7% | +3.4% | -6.1% | -8.0% |
| YTD | -12.9% | +2.5% | -15.4% | -16.6% |
| 1Y | +36.2% | -4.2% | +40.4% | +27.1% |
| All | +36.2% | -4.0% | +40.2% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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