+8.0%
PCAR vs LUMN
-58.0%
+66.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.9% | +9.9% | +4.5% |
| 7D | +3.7% | -6.9% | +10.5% | +4.1% |
| 30D | -2.9% | -20.5% | +17.5% | -1.5% |
| 3M | -21.7% | -33.4% | +11.7% | -19.5% |
| 6M | -6.6% | -52.1% | +45.4% | -1.9% |
| YTD | -2.2% | -42.5% | +40.2% | +0.6% |
| All | +8.0% | -58.0% | +66.0% | +14.1% |
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 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