+68.6%
PL vs LUMN
-41.1%
+109.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -9.0% | -1.4% | -7.6% | -8.8% |
| 30D | -29.6% | +6.7% | -36.3% | -30.5% |
| 3M | -45.7% | -17.6% | -28.1% | -44.0% |
| 6M | -34.3% | +1.6% | -35.9% | -34.1% |
| YTD | -15.4% | -12.4% | -3.0% | -13.9% |
| 1Y | +86.1% | +10.9% | +75.2% | +79.6% |
| 3Y | +509.1% | +379.6% | +129.5% | +297.7% |
| 5Y | +68.3% | -38.0% | +106.3% | +63.0% |
| All | +68.6% | -41.1% | +109.7% | +63.0% |
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