-99.9%
DFNS vs LUMN
-13.6%
-86.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | -6.3% | +2.5% | -8.9% | -6.3% |
| 30D | -74.0% | +10.3% | -84.3% | -73.9% |
| 3M | -70.1% | -18.3% | -51.9% | -70.7% |
| 6M | -93.9% | +4.4% | -98.3% | -93.9% |
| YTD | -98.1% | -10.7% | -87.4% | -98.1% |
| 1Y | -98.3% | +14.0% | -112.3% | -98.3% |
| 3Y | -99.9% | +406.6% | -506.5% | -99.9% |
| 5Y | -99.9% | -36.8% | -63.1% | -99.9% |
| All | -99.9% | -13.6% | -86.2% | -99.9% |
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