+62.1%
DAL vs LUMN
-59.3%
+121.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -5.9% | +13.1% | +8.0% |
| 7D | +11.1% | -6.9% | +17.9% | +12.1% |
| 30D | +7.7% | -20.5% | +28.2% | +11.1% |
| 3M | -3.5% | -33.4% | +29.8% | +1.8% |
| 6M | +31.3% | -52.1% | +83.4% | +45.1% |
| YTD | +30.0% | -42.5% | +72.4% | +34.9% |
| 1Y | +62.1% | -57.6% | +119.7% | +73.8% |
| All | +62.1% | -59.3% | +121.4% | +73.8% |
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 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