+1,278.0%
AAPL vs LUMN
-55.8%
+1,333.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | +3.8% | +2.5% | +1.3% | +3.6% |
| 30D | +9.9% | +10.3% | -0.4% | +9.0% |
| 3M | +12.5% | -18.3% | +30.7% | +13.9% |
| 6M | +27.6% | +4.4% | +23.3% | +26.2% |
| YTD | +22.6% | -10.7% | +33.2% | +21.6% |
| 1Y | +45.0% | +14.0% | +31.0% | +39.6% |
| 3Y | +87.8% | +406.6% | -318.8% | +36.1% |
| 5Y | +128.7% | -36.8% | +165.5% | +137.6% |
| All | +1,278.0% | -55.8% | +1,333.8% | +1,245.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling