+199.6%
DKS vs LUMN
-55.8%
+255.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | -2.0% | +2.5% | -4.6% | -2.4% |
| 30D | -32.7% | +10.3% | -43.1% | -33.8% |
| 3M | -38.8% | -18.3% | -20.5% | -37.5% |
| 6M | -29.4% | +4.4% | -33.8% | -30.9% |
| YTD | -30.3% | -10.7% | -19.6% | -31.2% |
| 1Y | -39.6% | +14.0% | -53.6% | -43.4% |
| 3Y | +32.2% | +406.6% | -374.4% | -21.6% |
| 5Y | +15.1% | -36.8% | +51.9% | +15.0% |
| All | +199.6% | -55.8% | +255.4% | +179.9% |
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