+143.4%
PEG vs LUMN
-55.8%
+199.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -0.9% | +2.5% | -3.4% | -1.1% |
| 30D | -3.7% | +10.3% | -14.1% | -4.4% |
| 3M | -7.3% | -18.3% | +11.0% | -6.3% |
| 6M | -10.5% | +4.4% | -14.8% | -11.5% |
| YTD | -7.5% | -10.7% | +3.2% | -8.1% |
| 1Y | -8.7% | +14.0% | -22.7% | -11.7% |
| 3Y | +31.4% | +406.6% | -375.2% | +0.8% |
| 5Y | +37.8% | -36.8% | +74.6% | +38.0% |
| All | +143.4% | -55.8% | +199.2% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling