+66.6%
DDOG vs LUMN
-38.4%
+105.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.9% |
| 7D | +8.0% | +3.8% | +4.2% | +7.8% |
| 30D | -9.9% | +4.6% | -14.6% | -10.3% |
| 3M | +0.1% | -17.2% | +17.3% | +1.1% |
| 6M | +84.7% | +5.9% | +78.9% | +81.9% |
| YTD | +69.2% | -9.5% | +78.7% | +67.9% |
| 1Y | +68.5% | +16.2% | +52.3% | +63.7% |
| 3Y | +135.9% | +384.8% | -248.9% | +95.1% |
| 5Y | +66.6% | -38.7% | +105.3% | +105.6% |
| All | +66.6% | -38.4% | +105.0% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling