+12,501.5%
DHI vs LUMN
+195.6%
+12,305.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -3.4% | +2.5% | -5.9% | -3.8% |
| 30D | -5.4% | +10.3% | -15.8% | -7.2% |
| 3M | -10.4% | -18.3% | +7.8% | -7.8% |
| 6M | -2.8% | +4.4% | -7.1% | -5.2% |
| YTD | -3.4% | -10.7% | +7.3% | -5.1% |
| 1Y | -22.9% | +14.0% | -36.9% | -29.4% |
| 3Y | +20.7% | +406.6% | -385.9% | -41.8% |
| 5Y | +62.1% | -36.8% | +98.9% | +37.4% |
| 10Y | +410.4% | -56.2% | +466.6% | +319.9% |
| All | +12,501.5% | +195.6% | +12,305.9% | +7,212.2% |
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