-56.5%
LUMN vs IFF
-20.3%
-36.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +2.5% | -3.2% | +5.7% | +3.7% |
| 30D | +10.3% | -0.3% | +10.6% | +10.4% |
| 3M | -18.3% | +8.4% | -26.7% | -21.7% |
| 6M | +4.4% | +23.0% | -18.7% | -5.3% |
| YTD | -10.7% | +25.5% | -36.1% | -20.0% |
| 1Y | +14.0% | +29.1% | -15.1% | 0.0% |
| 3Y | +406.6% | +31.7% | +374.9% | +336.6% |
| 5Y | -36.8% | -35.2% | -1.6% | -31.5% |
| All | -56.5% | -20.3% | -36.2% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling