+248.1%
DGX vs LUMN
-55.8%
+303.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | -0.9% | +2.5% | -3.4% | -1.0% |
| 30D | -1.2% | +10.3% | -11.5% | -1.6% |
| 3M | +15.8% | -18.3% | +34.0% | +16.5% |
| 6M | +18.2% | +4.4% | +13.8% | +17.3% |
| YTD | +37.2% | -10.7% | +47.9% | +36.5% |
| 1Y | +30.4% | +14.0% | +16.4% | +27.4% |
| 3Y | +96.7% | +406.6% | -309.9% | +59.8% |
| 5Y | +67.2% | -36.8% | +104.0% | +70.7% |
| All | +248.1% | -55.8% | +303.9% | +232.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling