-69.3%
APTV vs LUMN
-37.8%
-31.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -5.0% | +2.5% | -7.5% | -5.3% |
| 30D | -6.1% | +10.3% | -16.4% | -7.1% |
| 3M | -33.0% | -18.3% | -14.7% | -31.8% |
| 6M | -35.2% | +4.4% | -39.6% | -35.9% |
| YTD | -40.1% | -10.7% | -29.5% | -40.4% |
| 1Y | -45.6% | +14.0% | -59.6% | -47.6% |
| 3Y | -54.4% | +406.6% | -460.9% | -67.3% |
| All | -69.3% | -37.8% | -31.4% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling