+74.4%
LUMN vs PEGA
+1,170.0%
-1,095.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.8% |
| 7D | +2.5% | -3.0% | +5.5% | +2.8% |
| 30D | +10.3% | +15.9% | -5.6% | +8.6% |
| 3M | -18.3% | +10.8% | -29.1% | -19.5% |
| 6M | +4.4% | -16.5% | +20.9% | +5.5% |
| YTD | -10.7% | -39.0% | +28.3% | -7.1% |
| 1Y | +14.0% | -37.3% | +51.2% | +17.9% |
| 3Y | +406.6% | +59.2% | +347.4% | +376.7% |
| 5Y | -36.8% | -44.9% | +8.1% | -36.2% |
| 10Y | -56.2% | +182.6% | -238.8% | -61.1% |
| All | +74.4% | +1,170.0% | -1,095.6% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling