+32.4%
DLTR vs LUMN
-37.8%
+70.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -10.1% | +2.5% | -12.6% | -10.2% |
| 30D | -8.1% | +10.3% | -18.5% | -8.7% |
| 3M | +2.9% | -18.3% | +21.1% | +3.8% |
| 6M | +4.3% | +4.4% | 0.0% | +3.5% |
| YTD | -3.9% | -10.7% | +6.7% | -4.4% |
| 1Y | +18.9% | +14.0% | +4.9% | +16.1% |
| 3Y | +1.9% | +406.6% | -404.7% | -21.4% |
| All | +32.4% | -37.8% | +70.2% | +62.0% |
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