+21.3%
ADM vs LUMN
-59.3%
+80.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +0.5% |
| 7D | -8.3% | -6.9% | -1.4% | -8.1% |
| 30D | -14.1% | -20.5% | +6.4% | -13.5% |
| 3M | -10.7% | -33.4% | +22.6% | -9.7% |
| 6M | -5.9% | -52.1% | +46.2% | -4.4% |
| YTD | +25.8% | -42.5% | +68.2% | +27.5% |
| 1Y | +21.3% | -57.6% | +78.9% | +17.7% |
| All | +21.3% | -59.3% | +80.6% | +17.7% |
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 · 6 months rolling