+32.9%
PPG vs LUMN
-54.6%
+87.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.1% | -0.6% |
| 7D | +3.2% | -0.8% | +4.1% | +3.1% |
| 30D | +20.4% | -10.8% | +31.2% | +20.7% |
| 3M | +8.4% | -29.1% | +37.4% | +9.7% |
| 6M | +15.6% | -44.5% | +60.1% | +18.5% |
| YTD | +24.4% | -39.4% | +63.8% | +24.3% |
| All | +32.9% | -54.6% | +87.5% | +33.3% |
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