-51.9%
LUMN vs IFF
+33.7%
-85.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.4% |
| 7D | -0.4% | -5.7% | +5.3% | +0.2% |
| 30D | -11.9% | -2.7% | -9.2% | -11.5% |
| 3M | -30.3% | -2.3% | -27.9% | -30.0% |
| 6M | -46.6% | +6.0% | -52.6% | -47.4% |
| YTD | -42.7% | +24.6% | -67.3% | -41.9% |
| 1Y | -51.9% | +29.4% | -81.3% | -50.0% |
| All | -51.9% | +33.7% | -85.6% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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