-27.7%
PATH vs LUMN
+376.2%
-403.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -23.9% | -1.4% | -22.4% | -23.7% |
| 30D | -11.8% | +6.7% | -18.5% | -12.4% |
| 3M | +29.0% | -17.6% | +46.6% | +31.1% |
| 6M | +19.7% | +1.6% | +18.0% | +18.0% |
| YTD | -15.4% | -12.4% | -3.0% | -16.0% |
| 1Y | +19.5% | +10.9% | +8.6% | +14.8% |
| All | -27.7% | +376.2% | -403.9% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling