+180.5%
PL vs LUMN
+42.5%
+138.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -0.6% |
| 7D | -9.3% | +12.1% | -21.4% | -12.7% |
| 30D | -18.9% | +11.3% | -30.3% | -22.1% |
| 3M | -58.4% | -31.6% | -26.8% | -53.0% |
| 6M | -30.3% | -2.7% | -27.6% | -27.1% |
| YTD | -8.1% | -12.9% | +4.8% | -2.5% |
| 1Y | +180.5% | +36.2% | +144.3% | +146.8% |
| All | +180.5% | +42.5% | +138.0% | +146.8% |
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