+664.1%
APP vs LUMN
+385.3%
+278.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.8% |
| 7D | +1.1% | +2.5% | -1.5% | +0.8% |
| 30D | +6.6% | +10.3% | -3.7% | +5.3% |
| 3M | -32.3% | -18.3% | -14.0% | -30.9% |
| 6M | -29.8% | +4.4% | -34.2% | -30.5% |
| YTD | -51.9% | -10.7% | -41.2% | -51.8% |
| 1Y | -43.3% | +14.0% | -57.3% | -44.7% |
| 3Y | +664.1% | +406.6% | +257.5% | +539.2% |
| All | +664.1% | +385.3% | +278.7% | +539.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling