+14,828.7%
PCAR vs LUMN
+156.1%
+14,672.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -1.6% | +2.5% | -4.1% | -2.1% |
| 30D | -6.4% | +10.3% | -16.7% | -8.3% |
| 3M | +4.7% | -18.3% | +22.9% | +8.0% |
| 6M | +4.5% | +4.4% | +0.1% | +1.7% |
| YTD | +13.0% | -10.7% | +23.7% | +11.1% |
| 1Y | +23.6% | +14.0% | +9.6% | +12.9% |
| 3Y | +60.7% | +406.6% | -345.8% | -22.8% |
| 5Y | +164.5% | -36.8% | +201.3% | +121.1% |
| 10Y | +371.2% | -56.2% | +427.3% | +287.1% |
| All | +14,828.7% | +156.1% | +14,672.6% | +6,306.0% |
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