+2,051.7%
PPL vs LUMN
+151.3%
+1,900.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.8% | -1.4% | -0.3% | -1.6% |
| 30D | -2.2% | +6.7% | -9.0% | -3.0% |
| 3M | -3.1% | -17.6% | +14.5% | -1.5% |
| 6M | -8.1% | +1.6% | -9.8% | -9.5% |
| YTD | 0.0% | -12.4% | +12.4% | -0.8% |
| 1Y | -1.3% | +10.9% | -12.2% | -6.0% |
| 3Y | +52.7% | +379.6% | -326.9% | +2.2% |
| 5Y | +37.4% | -38.0% | +75.4% | +25.2% |
| 10Y | +57.3% | -57.0% | +114.3% | +41.8% |
| All | +2,051.7% | +151.3% | +1,900.4% | +1,400.8% |
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