+662.0%
PBR vs LUMN
-55.8%
+717.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.0% |
| 7D | +5.4% | +2.5% | +2.9% | +5.1% |
| 30D | +22.9% | +10.3% | +12.5% | +21.6% |
| 3M | +19.6% | -18.3% | +37.9% | +21.6% |
| 6M | +16.5% | +4.4% | +12.1% | +14.6% |
| YTD | +86.7% | -10.7% | +97.3% | +84.7% |
| 1Y | +74.7% | +14.0% | +60.8% | +66.3% |
| 3Y | +102.6% | +406.6% | -304.0% | +30.0% |
| 5Y | +566.6% | -36.8% | +603.4% | +587.7% |
| All | +662.0% | -55.8% | +717.8% | +637.1% |
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 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