+14.0%
LUMN vs ADVB
-14.7%
+28.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.5% | +9.4% | +1.8% |
| 7D | +2.5% | -12.3% | +14.8% | +2.4% |
| 30D | +10.3% | +7.8% | +2.6% | +10.4% |
| 3M | -18.3% | +104.2% | -122.5% | -16.8% |
| 6M | +4.4% | +58.1% | -53.7% | +5.5% |
| YTD | -10.7% | +40.2% | -50.9% | -9.5% |
| 1Y | +14.0% | -16.1% | +30.0% | +11.6% |
| All | +14.0% | -14.7% | +28.6% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling