+1,243.2%
PAAS vs LUMN
+98.0%
+1,145.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | +8.6% | -18.3% | +26.8% | +10.7% |
| 6M | -16.7% | +4.4% | -21.0% | -17.7% |
| YTD | -1.9% | -10.7% | +8.8% | -2.4% |
| 1Y | +38.0% | +14.0% | +24.0% | +31.8% |
| 3Y | +234.9% | +406.6% | -171.6% | +127.6% |
| 5Y | +119.5% | -36.8% | +156.3% | +99.0% |
| 10Y | +223.3% | -56.2% | +279.5% | +187.3% |
| All | +1,243.2% | +98.0% | +1,145.2% | +930.1% |
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