+62.4%
DOCN vs LUMN
-37.8%
+100.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.1% | -6.5% |
| 7D | +9.3% | +2.5% | +6.8% | +8.8% |
| 30D | -7.8% | +10.3% | -18.1% | -9.6% |
| 3M | -29.6% | -18.3% | -11.4% | -27.1% |
| 6M | +79.0% | +4.4% | +74.6% | +76.7% |
| YTD | +155.5% | -10.7% | +166.2% | +156.6% |
| 1Y | +236.3% | +14.0% | +222.3% | +222.1% |
| 3Y | +372.0% | +406.6% | -34.6% | +205.1% |
| All | +62.4% | -37.8% | +100.3% | +133.0% |
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