+61.6%
DDOG vs LUMN
+42.5%
+19.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.6% |
| 7D | -10.1% | +12.1% | -22.2% | -11.3% |
| 30D | -24.8% | +11.3% | -36.2% | -25.6% |
| 3M | -12.6% | -31.6% | +19.0% | -10.2% |
| 6M | +79.9% | -2.7% | +82.7% | +72.5% |
| YTD | +56.6% | -12.9% | +69.4% | +51.9% |
| 1Y | +61.6% | +36.2% | +25.4% | +54.8% |
| All | +61.6% | +42.5% | +19.1% | +54.8% |
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 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