+35.1%
APD vs LUMN
-59.3%
+94.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.9% | +7.8% | +1.6% |
| 7D | +3.8% | -6.9% | +10.7% | +3.4% |
| 30D | +14.1% | -20.5% | +34.6% | +12.9% |
| 3M | +8.2% | -33.4% | +41.6% | +6.1% |
| 6M | +7.5% | -52.1% | +59.6% | +3.9% |
| YTD | +31.7% | -42.5% | +74.1% | +28.2% |
| 1Y | +35.1% | -57.6% | +92.7% | +30.4% |
| All | +35.1% | -59.3% | +94.4% | +30.4% |
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