+2.1%
AVTR vs LUMN
-11.5%
+13.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | +6.3% | +10.3% | -4.0% | +5.4% |
| 3M | +53.3% | -18.3% | +71.6% | +55.3% |
| 6M | +78.6% | +4.4% | +74.3% | +76.8% |
| YTD | +29.2% | -10.7% | +39.9% | +28.6% |
| 1Y | +13.8% | +14.0% | -0.1% | +9.6% |
| 3Y | -27.4% | +406.6% | -434.0% | -45.2% |
| 5Y | -65.0% | -36.8% | -28.2% | -65.7% |
| All | +2.1% | -11.5% | +13.6% | -5.7% |
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