+7,003.5%
DECK vs LUMN
+14.0%
+6,989.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.0% |
| 7D | +0.1% | +2.5% | -2.4% | -0.3% |
| 30D | +4.8% | -10.1% | +14.9% | +6.0% |
| 3M | -6.9% | -36.1% | +29.1% | -1.7% |
| 6M | -7.6% | -56.5% | +48.9% | +2.4% |
| YTD | -16.3% | -47.4% | +31.1% | -11.2% |
| 1Y | +4.5% | -49.6% | +54.1% | +11.1% |
| 3Y | -17.1% | +255.7% | -272.8% | -45.3% |
| 5Y | +21.9% | -68.6% | +90.5% | +23.5% |
| 10Y | +765.7% | -69.8% | +835.5% | +700.2% |
| All | +7,003.5% | +14.0% | +6,989.4% | +5,169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling