+106.0%
DAL vs LUMN
-37.8%
+143.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.9% |
| 7D | -0.3% | +2.5% | -2.8% | -0.6% |
| 30D | -11.1% | +10.3% | -21.5% | -12.2% |
| 3M | -2.1% | -18.3% | +16.2% | -0.3% |
| 6M | +35.8% | +4.4% | +31.5% | +34.1% |
| YTD | +16.0% | -10.7% | +26.7% | +15.4% |
| 1Y | +33.7% | +14.0% | +19.7% | +28.4% |
| 3Y | +102.3% | +406.6% | -304.3% | +45.0% |
| All | +106.0% | -37.8% | +143.9% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling