+21,125.4%
ADBE vs LUMN
+156.1%
+20,969.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | -5.4% | +2.5% | -7.9% | -5.8% |
| 30D | -2.5% | +10.3% | -12.9% | -4.4% |
| 3M | +15.3% | -18.3% | +33.5% | +18.2% |
| 6M | -7.8% | +4.4% | -12.2% | -10.7% |
| YTD | -27.9% | -10.7% | -17.3% | -29.5% |
| 1Y | -28.0% | +14.0% | -42.0% | -34.4% |
| 3Y | -55.3% | +406.6% | -461.9% | -77.5% |
| 5Y | -61.7% | -36.8% | -24.9% | -67.2% |
| 10Y | +153.8% | -56.2% | +210.0% | +108.7% |
| All | +21,125.4% | +156.1% | +20,969.3% | +6,882.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling