-3.7%
APA vs LUMN
-55.8%
+52.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +4.6% | +2.5% | +2.1% | +4.2% |
| 30D | +11.9% | +10.3% | +1.6% | +10.1% |
| 3M | +22.5% | -18.3% | +40.7% | +25.4% |
| 6M | +37.5% | +4.4% | +33.2% | +34.0% |
| YTD | +87.2% | -10.7% | +97.8% | +83.8% |
| 1Y | +101.4% | +14.0% | +87.5% | +86.5% |
| 3Y | +16.9% | +406.6% | -389.7% | -38.5% |
| 5Y | +178.4% | -36.8% | +215.2% | +188.9% |
| All | -3.7% | -55.8% | +52.1% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling