-98.3%
DFNS vs LUMN
+42.5%
-140.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.4% |
| 7D | -16.0% | +12.1% | -28.1% | -20.4% |
| 30D | -77.7% | +11.3% | -89.0% | -78.6% |
| 3M | -77.2% | -31.6% | -45.6% | -73.7% |
| 6M | -95.2% | -2.7% | -92.5% | -94.9% |
| YTD | -98.0% | -12.9% | -85.1% | -97.8% |
| 1Y | -98.3% | +36.2% | -134.5% | -97.8% |
| All | -98.3% | +42.5% | -140.8% | -97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling