+75.9%
DE vs LUMN
+385.3%
-309.4%
-19.9%
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 | -2.6% | +2.5% | -5.1% | -2.7% |
| 30D | +9.0% | +10.3% | -1.3% | +8.5% |
| 3M | +19.1% | -18.3% | +37.4% | +20.1% |
| 6M | +14.4% | +4.4% | +10.0% | +13.6% |
| YTD | +45.9% | -10.7% | +56.6% | +45.4% |
| 1Y | +43.6% | +14.0% | +29.6% | +40.8% |
| 3Y | +75.9% | +406.6% | -330.7% | +53.2% |
| All | +75.9% | +385.3% | -309.4% | +53.2% |
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