+247.6%
DIA vs LUMN
-55.8%
+303.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | -2.0% | +10.3% | -12.4% | -2.9% |
| 3M | +3.6% | -18.3% | +21.9% | +5.1% |
| 6M | +11.5% | +4.4% | +7.2% | +10.2% |
| YTD | +10.4% | -10.7% | +21.0% | +9.6% |
| 1Y | +15.6% | +14.0% | +1.6% | +11.2% |
| 3Y | +58.9% | +406.6% | -347.7% | +14.6% |
| 5Y | +65.3% | -36.8% | +102.1% | +68.4% |
| All | +247.6% | -55.8% | +303.4% | +228.7% |
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