+3,599.4%
DLR vs LUMN
-25.7%
+3,625.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +0.1% | +2.5% | -2.4% | -0.3% |
| 30D | -4.3% | +10.3% | -14.6% | -5.8% |
| 3M | +3.8% | -18.3% | +22.1% | +6.4% |
| 6M | +5.8% | +4.4% | +1.5% | +3.7% |
| YTD | +23.5% | -10.7% | +34.2% | +22.2% |
| 1Y | +11.1% | +14.0% | -2.9% | +3.9% |
| 3Y | +57.9% | +406.6% | -348.7% | -9.3% |
| 5Y | +44.0% | -36.8% | +80.8% | +34.4% |
| 10Y | +176.0% | -56.2% | +232.1% | +152.1% |
| All | +3,599.4% | -25.7% | +3,625.1% | +2,289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling