+3.9%
PEP vs LUMN
-62.6%
+66.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.0% | +11.2% | -0.3% |
| 7D | +6.7% | -16.9% | +23.6% | +5.7% |
| 30D | +13.5% | -32.7% | +46.2% | +11.7% |
| 3M | +3.9% | -34.5% | +38.5% | +2.3% |
| 6M | -6.0% | -56.9% | +50.9% | -8.4% |
| YTD | +2.5% | -48.8% | +51.2% | -0.8% |
| 1Y | +3.9% | -63.4% | +67.3% | -0.4% |
| All | +3.9% | -62.6% | +66.6% | -0.4% |
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