+216.0%
PTC vs LUMN
-55.0%
+271.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.4% |
| 7D | -3.1% | +3.8% | -6.9% | -3.3% |
| 30D | -8.7% | +4.6% | -13.4% | -9.0% |
| 3M | +20.2% | -17.2% | +37.4% | +21.3% |
| 6M | -12.3% | +5.9% | -18.2% | -13.6% |
| YTD | -21.6% | -9.5% | -12.0% | -22.3% |
| 1Y | -33.4% | +16.2% | -49.6% | -35.7% |
| 3Y | -2.9% | +384.8% | -387.8% | -23.4% |
| 5Y | +11.6% | -38.7% | +50.3% | +10.8% |
| 10Y | +216.0% | -54.9% | +270.9% | +190.8% |
| All | +216.0% | -55.0% | +271.0% | +190.8% |
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 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