+87.0%
PR vs LUMN
-59.3%
+146.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.9% | -0.6% | -6.5% |
| 7D | -12.1% | -6.9% | -5.2% | -12.1% |
| 30D | +0.9% | -20.5% | +21.4% | +1.0% |
| 3M | +10.1% | -33.4% | +43.5% | +10.3% |
| 6M | +1.1% | -52.1% | +53.2% | +1.1% |
| YTD | +63.7% | -42.5% | +106.1% | +63.0% |
| 1Y | +87.0% | -57.6% | +144.6% | +83.7% |
| All | +87.0% | -59.3% | +146.3% | +83.7% |
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