+32.2%
DKS vs LUMN
+385.3%
-353.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.3% |
| 7D | -2.0% | +2.5% | -4.6% | -2.2% |
| 30D | -32.7% | +10.3% | -43.1% | -33.2% |
| 3M | -38.8% | -18.3% | -20.5% | -38.1% |
| 6M | -29.4% | +4.4% | -33.8% | -30.1% |
| YTD | -30.3% | -10.7% | -19.6% | -30.7% |
| 1Y | -39.6% | +14.0% | -53.6% | -41.4% |
| 3Y | +32.2% | +406.6% | -374.4% | +5.0% |
| All | +32.2% | +385.3% | -353.1% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling