+811.9%
PGR vs LUMN
-55.8%
+867.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -0.6% | +2.5% | -3.1% | -0.7% |
| 30D | +4.9% | +10.3% | -5.4% | +4.6% |
| 3M | +7.6% | -18.3% | +25.9% | +8.2% |
| 6M | +8.3% | +4.4% | +3.9% | +7.5% |
| YTD | +1.7% | -10.7% | +12.4% | +1.2% |
| 1Y | -6.8% | +14.0% | -20.8% | -9.1% |
| 3Y | +73.4% | +406.6% | -333.1% | +43.0% |
| 5Y | +161.2% | -36.8% | +198.0% | +172.7% |
| All | +811.9% | -55.8% | +867.7% | +799.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling