+152.4%
DKNG vs LUMN
-20.5%
+172.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.1% |
| 7D | +3.0% | +2.5% | +0.5% | +2.8% |
| 30D | -3.0% | +10.3% | -13.4% | -4.1% |
| 3M | -17.6% | -18.3% | +0.7% | -16.2% |
| 6M | -3.2% | +4.4% | -7.6% | -5.0% |
| YTD | -28.2% | -10.7% | -17.5% | -29.1% |
| 1Y | -46.1% | +14.0% | -60.0% | -48.9% |
| 3Y | -22.2% | +406.6% | -428.7% | -49.2% |
| 5Y | -60.4% | -36.8% | -23.6% | -56.8% |
| All | +152.4% | -20.5% | +172.9% | +148.0% |
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