+479.2%
PL vs LUMN
+385.3%
+93.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | -9.2% | +2.5% | -11.7% | -9.6% |
| 30D | -32.9% | +10.3% | -43.2% | -34.1% |
| 3M | -51.9% | -18.3% | -33.6% | -50.4% |
| 6M | -35.3% | +4.4% | -39.7% | -35.3% |
| YTD | -16.6% | -10.7% | -5.9% | -15.3% |
| 1Y | +70.1% | +14.0% | +56.2% | +64.0% |
| 3Y | +479.2% | +406.6% | +72.7% | +259.4% |
| All | +479.2% | +385.3% | +93.9% | +259.4% |
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 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