-21.9%
PINS vs LUMN
-22.6%
+0.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | -6.6% | +2.5% | -9.1% | -6.8% |
| 30D | -16.8% | +10.3% | -27.1% | -17.6% |
| 3M | -11.4% | -18.3% | +6.9% | -10.1% |
| 6M | -1.7% | +4.4% | -6.1% | -3.0% |
| YTD | -26.4% | -10.7% | -15.7% | -27.0% |
| 1Y | -45.5% | +14.0% | -59.5% | -47.6% |
| 3Y | -31.7% | +406.6% | -438.3% | -50.3% |
| 5Y | -64.9% | -36.8% | -28.1% | -61.6% |
| All | -21.9% | -22.6% | +0.7% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling