-38.4%
PDD vs LUMN
-62.6%
+24.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.0% | +13.2% | +2.7% |
| 7D | +5.9% | -16.9% | +22.8% | +6.9% |
| 30D | +7.1% | -32.7% | +39.7% | +9.3% |
| 3M | -7.7% | -34.5% | +26.9% | -5.7% |
| 6M | -13.2% | -56.9% | +43.6% | -9.3% |
| YTD | -26.0% | -48.8% | +22.8% | -25.8% |
| 1Y | -38.4% | -63.4% | +24.9% | -35.7% |
| All | -38.4% | -62.6% | +24.2% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling