+444.7%
APLD vs LUMN
-36.3%
+481.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.0% |
| 7D | +0.2% | +2.5% | -2.3% | -0.5% |
| 30D | -15.2% | +10.3% | -25.5% | -17.3% |
| 3M | -36.3% | -18.3% | -18.0% | -33.3% |
| 6M | -7.4% | +4.4% | -11.7% | -7.9% |
| YTD | +7.7% | -10.7% | +18.4% | +10.4% |
| 1Y | +53.8% | +14.0% | +39.8% | +50.0% |
| 3Y | +407.1% | +406.6% | +0.5% | +218.7% |
| All | +444.7% | -36.3% | +481.0% | +1,132.0% |
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