+19.3%
PG vs LUMN
-56.8%
+76.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.0% | -8.8% | +0.4% |
| 7D | +4.1% | -0.8% | +4.9% | +4.0% |
| 30D | +12.3% | -10.8% | +23.1% | +11.9% |
| 3M | +15.9% | -29.1% | +45.0% | +15.1% |
| 6M | +16.8% | -44.5% | +61.3% | +15.6% |
| YTD | +21.1% | -39.4% | +60.5% | +19.8% |
| 1Y | +19.3% | -55.1% | +74.4% | +16.3% |
| All | +19.3% | -56.8% | +76.1% | +16.3% |
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