+212.2%
DOCN vs LUMN
-44.2%
+256.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.2% | +4.3% |
| 7D | +26.5% | 0.0% | +26.5% | +26.5% |
| 30D | +2.3% | +2.6% | -0.3% | +1.7% |
| 3M | -21.2% | -19.6% | -1.6% | -18.2% |
| 6M | +130.6% | +2.7% | +127.9% | +128.5% |
| YTD | +175.7% | -12.4% | +188.1% | +177.9% |
| 1Y | +286.6% | +21.0% | +265.6% | +267.4% |
| 3Y | +394.1% | +379.6% | +14.5% | +228.8% |
| 5Y | +92.1% | -39.9% | +132.0% | +151.9% |
| All | +212.2% | -44.2% | +256.4% | +302.5% |
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