+5,730.4%
APD vs LUMN
+156.1%
+5,574.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -3.3% | +2.5% | -5.8% | -3.6% |
| 30D | -4.2% | +10.3% | -14.5% | -5.6% |
| 3M | +5.4% | -18.3% | +23.7% | +7.7% |
| 6M | +6.3% | +4.4% | +1.9% | +3.7% |
| YTD | +20.3% | -10.7% | +31.0% | +18.1% |
| 1Y | +1.6% | +14.0% | -12.4% | -5.7% |
| 3Y | +4.0% | +406.6% | -402.6% | -40.4% |
| 5Y | +23.3% | -36.8% | +60.1% | +7.4% |
| 10Y | +165.6% | -56.2% | +221.8% | +127.8% |
| All | +5,730.4% | +156.1% | +5,574.3% | +2,757.3% |
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