+892.2%
APA vs LUMN
+156.1%
+736.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | +4.6% | +2.5% | +2.1% | +4.1% |
| 30D | +11.9% | +10.3% | +1.6% | +9.6% |
| 3M | +22.5% | -18.3% | +40.7% | +26.2% |
| 6M | +37.5% | +4.4% | +33.2% | +33.0% |
| YTD | +87.2% | -10.7% | +97.8% | +82.9% |
| 1Y | +101.4% | +14.0% | +87.5% | +83.0% |
| 3Y | +16.9% | +406.6% | -389.7% | -43.4% |
| 5Y | +178.4% | -36.8% | +215.2% | +133.8% |
| 10Y | -2.9% | -56.2% | +53.3% | -14.7% |
| All | +892.2% | +156.1% | +736.1% | +453.1% |
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 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