-18.8%
PYPL vs LUMN
+42.5%
-61.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.9% |
| 7D | +2.7% | +12.1% | -9.4% | +1.8% |
| 30D | -4.9% | +11.3% | -16.2% | -5.8% |
| 3M | +28.9% | -31.6% | +60.5% | +33.0% |
| 6M | +18.2% | -2.7% | +21.0% | +17.6% |
| YTD | -5.0% | -12.9% | +7.8% | -4.6% |
| 1Y | -18.8% | +36.2% | -55.0% | -16.4% |
| All | -18.8% | +42.5% | -61.4% | -16.4% |
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