+1,110.0%
DIA vs LUMN
+6.7%
+1,103.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | -2.0% | +10.3% | -12.4% | -3.6% |
| 3M | +3.6% | -18.3% | +21.9% | +6.1% |
| 6M | +11.5% | +4.4% | +7.2% | +9.1% |
| YTD | +10.4% | -10.7% | +21.0% | +8.9% |
| 1Y | +15.6% | +14.0% | +1.6% | +8.0% |
| 3Y | +58.9% | +406.6% | -347.7% | -9.3% |
| 5Y | +65.3% | -36.8% | +102.1% | +48.9% |
| 10Y | +252.2% | -56.2% | +308.4% | +211.9% |
| All | +1,110.0% | +6.7% | +1,103.4% | +625.1% |
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