+44.6%
DLR vs LUMN
-37.8%
+82.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | +0.1% | +2.5% | -2.4% | -0.1% |
| 30D | -4.3% | +10.3% | -14.6% | -5.1% |
| 3M | +3.8% | -18.3% | +22.1% | +5.2% |
| 6M | +5.8% | +4.4% | +1.5% | +4.8% |
| YTD | +23.5% | -10.7% | +34.2% | +22.9% |
| 1Y | +11.1% | +14.0% | -2.9% | +7.5% |
| 3Y | +57.9% | +406.6% | -348.7% | +22.9% |
| All | +44.6% | -37.8% | +82.4% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling