+1,663.6%
PBR vs LUMN
-17.8%
+1,681.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.2% |
| 7D | +5.4% | +2.5% | +2.9% | +4.8% |
| 30D | +22.9% | +10.3% | +12.5% | +20.3% |
| 3M | +19.6% | -18.3% | +37.9% | +23.6% |
| 6M | +16.5% | +4.4% | +12.1% | +12.5% |
| YTD | +86.7% | -10.7% | +97.3% | +81.9% |
| 1Y | +74.7% | +14.0% | +60.8% | +57.1% |
| 3Y | +102.6% | +406.6% | -304.0% | -17.0% |
| 5Y | +566.6% | -36.8% | +603.4% | +446.9% |
| 10Y | +686.1% | -56.2% | +742.2% | +547.3% |
| All | +1,663.6% | -17.8% | +1,681.4% | +951.3% |
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