+52,902.4%
DHR vs LUMN
+156.1%
+52,746.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -3.6% | +2.5% | -6.1% | -3.9% |
| 30D | -2.7% | +10.3% | -13.1% | -4.0% |
| 3M | +10.9% | -18.3% | +29.2% | +13.0% |
| 6M | +3.0% | +4.4% | -1.3% | +0.9% |
| YTD | -12.2% | -10.7% | -1.5% | -13.4% |
| 1Y | +3.3% | +14.0% | -10.6% | -2.9% |
| 3Y | -8.2% | +406.6% | -414.8% | -42.7% |
| 5Y | -29.9% | -36.8% | +6.9% | -37.5% |
| 10Y | +208.5% | -56.2% | +264.7% | +168.2% |
| All | +52,902.4% | +156.1% | +52,746.3% | +26,936.5% |
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