+36.2%
LUMN vs PENG
+118.5%
-82.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.5% | -4.2% |
| 7D | +12.1% | +4.5% | +7.5% | +10.2% |
| 30D | +11.3% | -7.1% | +18.5% | +13.5% |
| 3M | -31.6% | -27.3% | -4.4% | -26.7% |
| 6M | -2.7% | +169.6% | -172.3% | -50.5% |
| YTD | -12.9% | +164.6% | -177.5% | -55.9% |
| 1Y | +36.2% | +109.5% | -73.3% | -24.9% |
| All | +36.2% | +118.5% | -82.3% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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