+3,128.9%
PEP vs LUMN
+156.1%
+2,972.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.4% |
| 7D | -1.0% | +2.5% | -3.5% | -1.1% |
| 30D | -0.7% | +10.3% | -11.0% | -1.5% |
| 3M | -4.1% | -18.3% | +14.1% | -3.0% |
| 6M | -13.1% | +4.4% | -17.4% | -14.3% |
| YTD | -2.1% | -10.7% | +8.6% | -3.1% |
| 1Y | -1.7% | +14.0% | -15.6% | -5.7% |
| 3Y | -15.1% | +406.6% | -421.7% | -39.4% |
| 5Y | +3.1% | -36.8% | +39.9% | -3.7% |
| 10Y | +78.6% | -56.2% | +134.8% | +64.6% |
| All | +3,128.9% | +156.1% | +2,972.8% | +1,912.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling