+110.3%
LUMN vs PTEN
+1,957.8%
-1,847.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +2.5% | +3.5% | -1.0% | +2.0% |
| 30D | +10.3% | +17.5% | -7.2% | +7.8% |
| 3M | -18.3% | +12.7% | -31.0% | -19.9% |
| 6M | +4.4% | +33.1% | -28.7% | -0.8% |
| YTD | -10.7% | +116.4% | -127.1% | -20.8% |
| 1Y | +14.0% | +141.2% | -127.2% | -0.5% |
| 3Y | +406.6% | -3.8% | +410.4% | +392.9% |
| 5Y | -36.8% | +92.7% | -129.5% | -45.7% |
| 10Y | -56.2% | -17.1% | -39.1% | -63.3% |
| All | +110.3% | +1,957.8% | -1,847.5% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling