-12.9%
ADSK vs LUMN
-56.8%
+43.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.0% | -10.3% | -1.4% |
| 7D | +3.1% | -0.8% | +3.9% | +3.1% |
| 30D | +10.5% | -10.8% | +21.3% | +10.7% |
| 3M | +1.6% | -29.1% | +30.6% | +2.0% |
| 6M | +6.4% | -44.5% | +50.8% | +7.0% |
| YTD | -12.1% | -39.4% | +27.3% | -12.6% |
| 1Y | -12.9% | -55.1% | +42.2% | -12.5% |
| All | -12.9% | -56.8% | +43.9% | -12.5% |
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 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