-57.6%
LUMN vs PEGA
-44.4%
-13.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -6.9% | -2.9% | -4.0% | -6.5% |
| 30D | -20.5% | -0.5% | -20.0% | -20.5% |
| 3M | -33.4% | +8.5% | -41.9% | -34.2% |
| 6M | -52.1% | -6.3% | -45.8% | -51.1% |
| YTD | -42.5% | -42.2% | -0.3% | -41.9% |
| 1Y | -57.6% | -43.4% | -14.2% | -54.6% |
| All | -57.6% | -44.4% | -13.1% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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