+48.0%
PYPL vs LUMN
-54.3%
+102.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -2.3% | +2.5% | -4.8% | -2.5% |
| 30D | -9.0% | +10.3% | -19.4% | -10.1% |
| 3M | +30.6% | -18.3% | +48.8% | +33.1% |
| 6M | +18.6% | +4.4% | +14.2% | +16.6% |
| YTD | -7.2% | -10.7% | +3.5% | -7.8% |
| 1Y | -19.3% | +14.0% | -33.2% | -23.1% |
| 3Y | -12.3% | +406.6% | -418.9% | -40.4% |
| 5Y | -80.9% | -36.8% | -44.1% | -81.7% |
| 10Y | +42.9% | -56.2% | +99.1% | +35.2% |
| All | +48.0% | -54.3% | +102.3% | +36.8% |
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