-56.5%
LUMN vs IBN
+324.2%
-380.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.4% |
| 7D | +2.5% | -3.0% | +5.5% | +3.3% |
| 30D | +10.3% | -1.5% | +11.8% | +10.8% |
| 3M | -18.3% | +7.9% | -26.2% | -19.9% |
| 6M | +4.4% | +8.6% | -4.3% | +2.2% |
| YTD | -10.7% | -0.6% | -10.1% | -10.7% |
| 1Y | +14.0% | -7.3% | +21.3% | +15.4% |
| 3Y | +406.6% | +26.2% | +380.4% | +374.1% |
| 5Y | -36.8% | +57.8% | -94.6% | -43.7% |
| All | -56.5% | +324.2% | -380.7% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling