+42.1%
DD vs LUMN
+385.3%
-343.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -3.5% | +2.5% | -6.0% | -3.7% |
| 30D | -11.7% | +10.3% | -22.0% | -12.2% |
| 3M | -9.2% | -18.3% | +9.0% | -8.3% |
| 6M | -7.2% | +4.4% | -11.5% | -7.9% |
| YTD | +6.6% | -10.7% | +17.3% | +6.1% |
| 1Y | +32.0% | +14.0% | +18.0% | +28.2% |
| 3Y | +42.1% | +406.6% | -364.4% | +13.7% |
| All | +42.1% | +385.3% | -343.2% | +13.7% |
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