+87.8%
AAPL vs LUMN
+385.3%
-297.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.7% |
| 7D | +3.8% | +2.5% | +1.3% | +3.8% |
| 30D | +9.9% | +10.3% | -0.4% | +9.6% |
| 3M | +12.5% | -18.3% | +30.7% | +13.1% |
| 6M | +27.6% | +4.4% | +23.3% | +27.2% |
| YTD | +22.6% | -10.7% | +33.2% | +22.3% |
| 1Y | +45.0% | +14.0% | +31.0% | +43.0% |
| 3Y | +87.8% | +406.6% | -318.8% | +77.5% |
| All | +87.8% | +385.3% | -297.6% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling