-75.2%
PATH vs LUMN
-37.8%
-37.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -9.5% | +2.5% | -12.0% | -9.8% |
| 30D | -9.9% | +10.3% | -20.2% | -11.1% |
| 3M | +29.1% | -18.3% | +47.4% | +31.9% |
| 6M | +11.1% | +4.4% | +6.7% | +8.7% |
| YTD | -16.1% | -10.7% | -5.4% | -17.1% |
| 1Y | +17.6% | +14.0% | +3.7% | +11.2% |
| 3Y | -28.3% | +406.6% | -434.9% | -55.5% |
| All | -75.2% | -37.8% | -37.4% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling