-21.5%
DHI vs LUMN
+44.7%
-66.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 7D | -3.1% | +12.1% | -15.2% | -3.4% |
| 30D | -5.5% | +11.3% | -16.8% | -5.7% |
| 3M | -2.2% | -31.6% | +29.4% | -1.6% |
| 6M | -6.0% | -2.7% | -3.2% | -5.6% |
| YTD | 0.0% | -12.9% | +12.9% | +0.2% |
| All | -21.5% | +44.7% | -66.2% | -16.4% |
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