+3,193.2%
PFE vs LUMN
+156.1%
+3,037.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.1% |
| 7D | -2.6% | +2.5% | -5.1% | -2.8% |
| 30D | +5.4% | +10.3% | -5.0% | +4.2% |
| 3M | +7.8% | -18.3% | +26.0% | +9.6% |
| 6M | +5.0% | +4.4% | +0.7% | +3.3% |
| YTD | +17.1% | -10.7% | +27.8% | +15.9% |
| 1Y | +19.3% | +14.0% | +5.4% | +13.4% |
| 3Y | -0.9% | +406.6% | -407.5% | -35.1% |
| 5Y | -20.8% | -36.8% | +16.0% | -28.0% |
| 10Y | +35.0% | -56.2% | +91.1% | +20.8% |
| All | +3,193.2% | +156.1% | +3,037.1% | +1,729.6% |
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 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