-80.3%
PATH vs LUMN
-39.4%
-40.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.5% |
| 7D | -24.6% | 0.0% | -24.6% | -24.5% |
| 30D | -13.0% | +2.6% | -15.5% | -13.3% |
| 3M | +26.2% | -19.6% | +45.8% | +29.2% |
| 6M | +13.4% | +2.7% | +10.7% | +11.2% |
| YTD | -17.2% | -12.4% | -4.9% | -17.9% |
| 1Y | +14.0% | +21.0% | -6.9% | +7.0% |
| 3Y | -26.6% | +379.6% | -406.1% | -53.0% |
| 5Y | -75.1% | -39.9% | -35.1% | -70.7% |
| All | -80.3% | -39.4% | -40.9% | -77.3% |
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