-33.1%
PTC vs LUMN
+13.9%
-47.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.5% |
| 7D | -3.1% | +3.8% | -6.9% | -3.0% |
| 30D | -8.7% | +4.6% | -13.4% | -8.6% |
| 3M | +20.2% | -17.2% | +37.4% | +20.2% |
| 6M | -12.3% | +5.9% | -18.2% | -13.8% |
| YTD | -21.6% | -9.5% | -12.0% | -22.5% |
| All | -33.1% | +13.9% | -47.0% | -36.9% |
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