+27.2%
DBX vs LUMN
+385.3%
-358.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.4% |
| 7D | +2.1% | +2.5% | -0.4% | +2.0% |
| 30D | +5.7% | +10.3% | -4.6% | +5.3% |
| 3M | +31.8% | -18.3% | +50.1% | +32.7% |
| 6M | +37.5% | +4.4% | +33.1% | +36.1% |
| YTD | +27.9% | -10.7% | +38.6% | +27.1% |
| 1Y | +15.0% | +14.0% | +1.1% | +12.3% |
| 3Y | +27.2% | +406.6% | -379.4% | +13.8% |
| All | +27.2% | +385.3% | -358.1% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling