+30.1%
PCAR vs LUMN
+42.5%
-12.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | -0.5% | +12.1% | -12.6% | -1.1% |
| 30D | -6.2% | +11.3% | -17.6% | -6.8% |
| 3M | +5.9% | -31.6% | +37.5% | +7.6% |
| 6M | +0.4% | -2.7% | +3.1% | +0.6% |
| YTD | +14.8% | -12.9% | +27.7% | +15.1% |
| 1Y | +30.1% | +36.2% | -6.1% | +35.6% |
| All | +30.1% | +42.5% | -12.4% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling