+138.3%
ADI vs LUMN
-37.8%
+176.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +2.9% | +4.7% |
| 7D | +4.6% | +2.5% | +2.1% | +4.3% |
| 30D | -1.2% | +10.3% | -11.5% | -2.1% |
| 3M | -7.8% | -18.3% | +10.4% | -6.3% |
| 6M | +19.3% | +4.4% | +15.0% | +18.4% |
| YTD | +40.9% | -10.7% | +51.6% | +40.5% |
| 1Y | +54.5% | +14.0% | +40.5% | +49.7% |
| 3Y | +123.4% | +406.6% | -283.1% | +72.1% |
| All | +138.3% | -37.8% | +176.1% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling