-39.9%
LUMN vs IBN
+58.3%
-98.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.1% |
| 7D | +2.5% | -3.0% | +5.5% | +3.8% |
| 30D | +10.3% | -1.5% | +11.8% | +11.0% |
| 3M | -18.3% | +7.9% | -26.2% | -21.0% |
| 6M | +4.4% | +8.6% | -4.3% | +0.7% |
| YTD | -10.7% | -0.6% | -10.1% | -11.0% |
| 1Y | +14.0% | -7.3% | +21.3% | +16.0% |
| 3Y | +406.6% | +26.2% | +380.4% | +341.1% |
| All | -39.9% | +58.3% | -98.2% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling