-39.9%
LUMN vs PTEN
+87.9%
-127.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +2.5% | +3.5% | -1.0% | +1.7% |
| 30D | +10.3% | +17.5% | -7.2% | +5.9% |
| 3M | -18.3% | +12.7% | -31.0% | -21.2% |
| 6M | +4.4% | +33.1% | -28.7% | -5.0% |
| YTD | -10.7% | +116.4% | -127.1% | -28.7% |
| 1Y | +14.0% | +141.2% | -127.2% | -11.7% |
| 3Y | +406.6% | -3.8% | +410.4% | +357.4% |
| All | -39.9% | +87.9% | -127.8% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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