+107.2%
APA vs LUMN
-59.3%
+166.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.9% | -1.0% | -6.8% |
| 7D | -13.0% | -6.9% | -6.1% | -12.9% |
| 30D | +2.0% | -20.5% | +22.4% | +2.0% |
| 3M | +24.9% | -33.4% | +58.3% | +25.0% |
| 6M | +7.2% | -52.1% | +59.3% | +7.1% |
| YTD | +87.1% | -42.5% | +129.6% | +84.9% |
| 1Y | +107.2% | -57.6% | +164.8% | +109.0% |
| All | +107.2% | -59.3% | +166.5% | +109.0% |
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