+134,028.3%
APH vs LUMN
+191.4%
+133,836.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.2% |
| 7D | +1.4% | +2.5% | -1.1% | +0.9% |
| 30D | -1.2% | +10.3% | -11.6% | -3.2% |
| 3M | +10.3% | -18.3% | +28.5% | +14.0% |
| 6M | +25.2% | +4.4% | +20.8% | +22.7% |
| YTD | +24.6% | -10.7% | +35.3% | +24.6% |
| 1Y | +41.4% | +14.0% | +27.5% | +33.0% |
| 3Y | +297.8% | +406.6% | -108.8% | +117.1% |
| 5Y | +366.0% | -36.8% | +402.8% | +316.0% |
| 10Y | +1,099.3% | -56.2% | +1,155.5% | +946.8% |
| All | +134,028.3% | +191.4% | +133,836.9% | +73,029.7% |
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