+340.4%
DAL vs LUMN
-52.0%
+392.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.4% |
| 30D | -13.5% | +6.7% | -20.2% | -14.9% |
| 3M | +2.6% | -17.6% | +20.1% | +6.1% |
| 6M | +32.7% | +1.6% | +31.0% | +29.5% |
| YTD | +13.6% | -12.4% | +26.0% | +12.4% |
| 1Y | +28.8% | +10.9% | +17.9% | +18.0% |
| 3Y | +98.2% | +379.6% | -281.4% | -13.2% |
| 5Y | +105.9% | -38.0% | +143.9% | +86.1% |
| 10Y | +133.5% | -57.0% | +190.5% | +107.9% |
| All | +340.4% | -52.0% | +392.4% | +198.6% |
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