+5,878.5%
PTC vs LUMN
+156.1%
+5,722.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -7.3% | +2.5% | -9.8% | -7.7% |
| 30D | -11.6% | +10.3% | -22.0% | -13.4% |
| 3M | +10.5% | -18.3% | +28.7% | +13.5% |
| 6M | -17.8% | +4.4% | -22.2% | -20.8% |
| YTD | -24.9% | -10.7% | -14.2% | -26.9% |
| 1Y | -36.8% | +14.0% | -50.8% | -42.8% |
| 3Y | -8.7% | +406.6% | -415.3% | -56.5% |
| 5Y | +4.1% | -36.8% | +40.9% | -14.3% |
| 10Y | +202.7% | -56.2% | +258.8% | +136.7% |
| All | +5,878.5% | +156.1% | +5,722.4% | +2,380.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling