+404.6%
DHI vs LUMN
-55.8%
+460.4%
-53.6%
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% | +1.5% |
| 7D | -3.4% | +2.5% | -5.9% | -3.6% |
| 30D | -5.4% | +10.3% | -15.8% | -6.3% |
| 3M | -10.4% | -18.3% | +7.8% | -9.2% |
| 6M | -2.8% | +4.4% | -7.1% | -3.8% |
| YTD | -3.4% | -10.7% | +7.3% | -4.0% |
| 1Y | -22.9% | +14.0% | -36.9% | -25.9% |
| 3Y | +20.7% | +406.6% | -385.9% | -16.2% |
| 5Y | +62.1% | -36.8% | +98.9% | +62.8% |
| All | +404.6% | -55.8% | +460.4% | +363.4% |
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 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