-20.1%
PDD vs LUMN
+385.3%
-405.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -5.4% | +2.5% | -7.9% | -5.4% |
| 30D | -12.6% | +10.3% | -22.9% | -13.0% |
| 3M | -4.3% | -18.3% | +14.0% | -3.7% |
| 6M | -24.4% | +4.4% | -28.8% | -24.9% |
| YTD | -31.4% | -10.7% | -20.7% | -31.7% |
| 1Y | -38.1% | +14.0% | -52.1% | -38.9% |
| 3Y | -20.1% | +406.6% | -426.7% | -24.5% |
| All | -20.1% | +385.3% | -405.4% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling