-54.1%
LUMN vs PENG
+710.3%
-764.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +1.0% |
| 7D | -1.4% | 0.0% | -1.4% | -1.5% |
| 30D | +6.7% | -15.2% | +21.9% | +10.2% |
| 3M | -17.6% | -16.9% | -0.6% | -16.4% |
| 6M | +1.6% | +161.5% | -159.9% | -19.2% |
| YTD | -12.4% | +148.6% | -160.9% | -29.5% |
| 1Y | +10.9% | +89.6% | -78.7% | -6.4% |
| 3Y | +379.6% | +99.8% | +279.8% | +277.0% |
| 5Y | -38.0% | +100.9% | -138.9% | -52.7% |
| All | -54.1% | +710.3% | -764.4% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling