+102.6%
PBR vs LUMN
+385.3%
-282.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -0.9% |
| 7D | +5.4% | +2.5% | +2.9% | +5.3% |
| 30D | +22.9% | +10.3% | +12.5% | +22.6% |
| 3M | +19.6% | -18.3% | +37.9% | +20.1% |
| 6M | +16.5% | +4.4% | +12.1% | +16.0% |
| YTD | +86.7% | -10.7% | +97.3% | +86.2% |
| 1Y | +74.7% | +14.0% | +60.8% | +72.6% |
| 3Y | +102.6% | +406.6% | -304.0% | +86.5% |
| All | +102.6% | +385.3% | -282.7% | +86.5% |
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