-68.8%
AAOX vs LUMN
+1.0%
-69.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.0% | +12.5% | +13.4% |
| 7D | -2.5% | +12.1% | -14.6% | -19.3% |
| 30D | -41.1% | +11.3% | -52.5% | -48.0% |
| 3M | -84.7% | -31.6% | -53.1% | -75.1% |
| All | -68.8% | +1.0% | -69.8% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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 · Available span rolling