-33.6%
PDD vs LUMN
+42.5%
-76.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | -4.1% | +12.1% | -16.1% | -4.9% |
| 30D | -9.6% | +11.3% | -20.9% | -10.4% |
| 3M | -4.3% | -31.6% | +27.3% | -1.6% |
| 6M | -18.8% | -2.7% | -16.0% | -20.0% |
| YTD | -27.5% | -12.9% | -14.6% | -28.7% |
| 1Y | -33.6% | +36.2% | -69.8% | -34.1% |
| All | -33.6% | +42.5% | -76.2% | -34.1% |
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