+397.9%
PR vs LUMN
-37.8%
+435.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +1.8% | +2.5% | -0.7% | +1.6% |
| 30D | +10.9% | +10.3% | +0.5% | +10.0% |
| 3M | +24.5% | -18.3% | +42.8% | +26.0% |
| 6M | +25.0% | +4.4% | +20.6% | +23.6% |
| YTD | +72.4% | -10.7% | +83.1% | +71.2% |
| 1Y | +77.2% | +14.0% | +63.3% | +71.1% |
| 3Y | +90.5% | +406.6% | -316.1% | +50.7% |
| All | +397.9% | -37.8% | +435.7% | +518.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling