+19.0%
DLR vs LUMN
+42.5%
-23.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +1.6% | +12.1% | -10.5% | +0.6% |
| 30D | -3.4% | +11.3% | -14.7% | -4.3% |
| 3M | +0.5% | -31.6% | +32.1% | +3.2% |
| 6M | +4.6% | -2.7% | +7.3% | +4.2% |
| YTD | +23.4% | -12.9% | +36.3% | +22.5% |
| 1Y | +19.0% | +36.2% | -17.2% | +6.2% |
| All | +19.0% | +42.5% | -23.5% | +6.2% |
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