-22.4%
DASH vs LUMN
+11.9%
-34.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.3% |
| 7D | -4.6% | +2.5% | -7.1% | -4.8% |
| 30D | -5.0% | +10.3% | -15.3% | -5.7% |
| 3M | +30.6% | -18.3% | +48.9% | +32.8% |
| 6M | +19.2% | +4.4% | +14.8% | +17.6% |
| YTD | -10.8% | -10.7% | -0.1% | -11.3% |
| 1Y | -22.4% | +14.0% | -36.3% | -28.0% |
| All | -22.4% | +11.9% | -34.3% | -28.0% |
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 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