+28.2%
PH vs LUMN
+42.5%
-14.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -3.1% | +12.1% | -15.2% | -3.6% |
| 30D | -3.2% | +11.3% | -14.6% | -3.8% |
| 3M | +10.6% | -31.6% | +42.2% | +12.7% |
| 6M | -2.1% | -2.7% | +0.6% | -2.8% |
| YTD | +10.2% | -12.9% | +23.1% | +9.4% |
| 1Y | +28.2% | +36.2% | -8.0% | +19.9% |
| All | +28.2% | +42.5% | -14.3% | +19.9% |
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