+384.8%
LUMN vs IBN
+25.3%
+359.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +3.8% | -3.4% | +7.3% | +5.4% |
| 30D | +4.6% | -1.6% | +6.2% | +5.4% |
| 3M | -17.2% | +6.2% | -23.4% | -19.5% |
| 6M | +5.9% | +11.0% | -5.1% | +1.0% |
| YTD | -9.5% | -1.0% | -8.5% | -10.0% |
| 1Y | +16.2% | -8.0% | +24.2% | +18.1% |
| 3Y | +384.8% | +25.1% | +359.7% | +268.6% |
| All | +384.8% | +25.3% | +359.5% | +268.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling