+6,920.8%
DECK vs LUMN
+88.8%
+6,832.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.8% |
| 7D | -2.2% | +12.1% | -14.3% | -3.8% |
| 30D | -13.6% | +11.3% | -24.9% | -15.1% |
| 3M | -21.2% | -31.6% | +10.4% | -17.5% |
| 6M | -21.1% | -2.7% | -18.4% | -21.8% |
| YTD | -17.2% | -12.9% | -4.4% | -17.7% |
| 1Y | -30.7% | +36.2% | -67.0% | -36.9% |
| 3Y | -3.4% | +328.5% | -331.8% | -38.2% |
| 5Y | +25.5% | -39.2% | +64.7% | +14.7% |
| 10Y | +714.7% | -57.4% | +772.0% | +629.6% |
| All | +6,920.8% | +88.8% | +6,832.1% | +4,782.8% |
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