+213.5%
PAAS vs LUMN
-55.8%
+269.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -1.9% | +2.5% | -4.5% | -2.2% |
| 30D | -3.6% | +10.3% | -13.9% | -4.5% |
| 3M | +8.6% | -18.3% | +26.8% | +10.2% |
| 6M | -16.7% | +4.4% | -21.0% | -17.4% |
| YTD | -1.9% | -10.7% | +8.8% | -2.2% |
| 1Y | +38.0% | +14.0% | +24.0% | +33.3% |
| 3Y | +234.9% | +406.6% | -171.6% | +148.1% |
| 5Y | +119.5% | -36.8% | +156.3% | +107.6% |
| All | +213.5% | -55.8% | +269.3% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling