+156.9%
PHM vs LUMN
-37.8%
+194.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -5.0% | +2.5% | -7.5% | -5.1% |
| 30D | -8.4% | +10.3% | -18.8% | -9.2% |
| 3M | -4.4% | -18.3% | +13.8% | -3.2% |
| 6M | -3.7% | +4.4% | -8.1% | -4.7% |
| YTD | +1.3% | -10.7% | +12.0% | +0.7% |
| 1Y | -14.0% | +14.0% | -28.0% | -16.9% |
| 3Y | +48.1% | +406.6% | -358.5% | +8.5% |
| All | +156.9% | -37.8% | +194.7% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling