+10,516.0%
ADP vs LUMN
+156.1%
+10,359.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -2.8% | +2.5% | -5.3% | -3.1% |
| 30D | +0.2% | +10.3% | -10.1% | -1.2% |
| 3M | +20.5% | -18.3% | +38.7% | +22.8% |
| 6M | +28.8% | +4.4% | +24.4% | +25.3% |
| YTD | +6.6% | -10.7% | +17.3% | +4.6% |
| 1Y | -6.9% | +14.0% | -20.9% | -13.6% |
| 3Y | +16.1% | +406.6% | -390.4% | -32.8% |
| 5Y | +49.3% | -36.8% | +86.1% | +30.7% |
| 10Y | +285.8% | -56.2% | +342.0% | +234.0% |
| All | +10,516.0% | +156.1% | +10,359.8% | +5,150.3% |
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 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