-26.3%
APH vs LUMN
+42.5%
-68.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.3% | -56.1% | -49.3% |
| 7D | -48.7% | +10.3% | -59.0% | -50.4% |
| 30D | -51.9% | +11.3% | -63.3% | -53.8% |
| 3M | -43.6% | -31.6% | -11.9% | -39.2% |
| 6M | -37.5% | -2.7% | -34.8% | -39.1% |
| YTD | -38.6% | -12.9% | -25.8% | -38.9% |
| 1Y | -26.3% | +36.2% | -62.5% | -32.9% |
| All | -26.3% | +42.5% | -68.9% | -32.9% |
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