+707.3%
DECK vs LUMN
-56.6%
+763.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.5% | -1.4% | -4.0% | -5.3% |
| 30D | -14.9% | +6.7% | -21.6% | -15.5% |
| 3M | -28.2% | -17.6% | -10.6% | -27.0% |
| 6M | -24.1% | +1.6% | -25.8% | -24.9% |
| YTD | -22.9% | -12.4% | -10.6% | -23.2% |
| 1Y | -30.0% | +10.9% | -40.9% | -32.9% |
| 3Y | -9.1% | +379.6% | -388.7% | -34.5% |
| 5Y | +15.2% | -38.0% | +53.2% | +16.2% |
| All | +707.3% | -56.6% | +763.9% | +647.7% |
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 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