-10.4%
DECK vs LUMN
+376.2%
-386.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.4% | -3.0% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -17.7% | +2.6% | -20.2% | -17.9% |
| 3M | -28.7% | -19.6% | -9.1% | -27.7% |
| 6M | -23.1% | +2.7% | -25.8% | -23.6% |
| YTD | -22.6% | -12.4% | -10.3% | -22.7% |
| 1Y | -30.5% | +21.0% | -51.4% | -32.8% |
| All | -10.4% | +376.2% | -386.6% | -22.7% |
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 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