-29.8%
DKS vs LUMN
-56.8%
+27.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.0% | -7.5% | +1.1% |
| 7D | +9.4% | -0.8% | +10.3% | +9.2% |
| 30D | +9.8% | -10.8% | +20.6% | +10.0% |
| 3M | -29.3% | -29.1% | -0.2% | -28.2% |
| 6M | -32.6% | -44.5% | +11.9% | -30.9% |
| YTD | -22.6% | -39.4% | +16.8% | -22.5% |
| 1Y | -29.8% | -55.1% | +25.3% | -28.4% |
| All | -29.8% | -56.8% | +27.0% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling