-31.7%
PINS vs LUMN
+385.3%
-417.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | -6.6% | +2.5% | -9.1% | -6.7% |
| 30D | -16.8% | +10.3% | -27.1% | -17.2% |
| 3M | -11.4% | -18.3% | +6.9% | -10.7% |
| 6M | -1.7% | +4.4% | -6.1% | -2.4% |
| YTD | -26.4% | -10.7% | -15.7% | -26.8% |
| 1Y | -45.5% | +14.0% | -59.5% | -46.7% |
| 3Y | -31.7% | +406.6% | -438.3% | -38.5% |
| All | -31.7% | +385.3% | -417.1% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling