-39.5%
PCOR vs LUMN
-45.2%
+5.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -12.2% | -1.4% | -10.7% | -12.1% |
| 30D | -9.4% | +6.7% | -16.2% | -10.1% |
| 3M | +22.2% | -17.6% | +39.8% | +23.9% |
| 6M | -7.3% | +1.6% | -9.0% | -8.5% |
| YTD | -26.8% | -12.4% | -14.5% | -27.4% |
| 1Y | -22.2% | +10.9% | -33.1% | -25.4% |
| 3Y | -19.1% | +379.6% | -398.6% | -39.9% |
| 5Y | -42.4% | -38.0% | -4.4% | -37.3% |
| All | -39.5% | -45.2% | +5.6% | -34.4% |
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