-35.2%
PNR vs LUMN
-63.6%
+28.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.4% |
| 7D | +2.8% | -18.2% | +21.0% | +4.5% |
| 30D | +31.2% | -32.5% | +63.6% | +34.8% |
| 3M | -2.1% | -32.4% | +30.3% | +0.4% |
| 6M | -14.0% | -59.3% | +45.4% | -8.2% |
| YTD | -33.6% | -48.6% | +15.0% | -32.0% |
| 1Y | -35.2% | -63.5% | +28.3% | -31.8% |
| All | -35.2% | -63.6% | +28.4% | -31.8% |
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