+851.5%
DE vs LUMN
-55.8%
+907.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -2.6% | +2.5% | -5.1% | -2.8% |
| 30D | +9.0% | +10.3% | -1.3% | +7.9% |
| 3M | +19.1% | -18.3% | +37.4% | +21.1% |
| 6M | +14.4% | +4.4% | +10.0% | +12.7% |
| YTD | +45.9% | -10.7% | +56.6% | +44.7% |
| 1Y | +43.6% | +14.0% | +29.6% | +37.2% |
| 3Y | +75.9% | +406.6% | -330.7% | +19.4% |
| 5Y | +98.8% | -36.8% | +135.6% | +100.9% |
| All | +851.5% | -55.8% | +907.3% | +778.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling