-25.2%
DOCN vs LUMN
-26.8%
+1.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.9% | +14.6% | +13.8% |
| 7D | +16.3% | +4.1% | +12.2% | +12.7% |
| 30D | +2.0% | +6.4% | -4.4% | -3.0% |
| 3M | -25.2% | -26.3% | +1.1% | -13.8% |
| All | -25.2% | -26.8% | +1.6% | -13.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling