+18,826.9%
AFL vs LUMN
+156.1%
+18,670.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -1.6% | +2.5% | -4.2% | -2.0% |
| 30D | -4.0% | +10.3% | -14.4% | -5.7% |
| 3M | -0.5% | -18.3% | +17.8% | +1.9% |
| 6M | +6.5% | +4.4% | +2.2% | +3.5% |
| YTD | +6.2% | -10.7% | +16.9% | +3.9% |
| 1Y | +8.3% | +14.0% | -5.7% | -0.7% |
| 3Y | +62.5% | +406.6% | -344.0% | -15.3% |
| 5Y | +136.2% | -36.8% | +173.0% | +101.9% |
| 10Y | +301.4% | -56.2% | +357.6% | +238.2% |
| All | +18,826.9% | +156.1% | +18,670.8% | +9,600.7% |
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 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