+4.9%
DG vs LUMN
+385.3%
-380.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | -6.5% | +2.5% | -9.0% | -6.5% |
| 30D | +4.2% | +10.3% | -6.2% | +4.1% |
| 3M | +9.5% | -18.3% | +27.8% | +9.7% |
| 6M | -13.1% | +4.4% | -17.5% | -13.2% |
| YTD | -4.8% | -10.7% | +5.8% | -4.9% |
| 1Y | +20.6% | +14.0% | +6.7% | +19.7% |
| 3Y | +4.9% | +406.6% | -401.6% | -10.6% |
| All | +4.9% | +385.3% | -380.4% | -10.6% |
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