+378.1%
PSX vs LUMN
-55.8%
+433.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +1.7% | +2.5% | -0.8% | +1.5% |
| 30D | +15.6% | +10.3% | +5.3% | +14.4% |
| 3M | +46.5% | -18.3% | +64.7% | +48.8% |
| 6M | +55.0% | +4.4% | +50.6% | +52.2% |
| YTD | +105.3% | -10.7% | +116.0% | +102.5% |
| 1Y | +101.6% | +14.0% | +87.6% | +91.2% |
| 3Y | +134.1% | +406.6% | -272.4% | +55.6% |
| 5Y | +368.7% | -36.8% | +405.5% | +376.3% |
| All | +378.1% | -55.8% | +433.9% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling