+10,011.0%
DLTR vs LUMN
+82.5%
+9,928.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -10.1% | +2.5% | -12.6% | -10.4% |
| 30D | -8.1% | +10.3% | -18.5% | -9.5% |
| 3M | +2.9% | -18.3% | +21.1% | +5.1% |
| 6M | +4.3% | +4.4% | 0.0% | +2.0% |
| YTD | -3.9% | -10.7% | +6.7% | -5.3% |
| 1Y | +18.9% | +14.0% | +4.9% | +11.5% |
| 3Y | +1.9% | +406.6% | -404.7% | -41.3% |
| 5Y | +31.0% | -36.8% | +67.8% | +16.0% |
| 10Y | +44.8% | -56.2% | +100.9% | +26.2% |
| All | +10,011.0% | +82.5% | +9,928.5% | +4,366.6% |
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