+8.9%
DOCS vs LUMN
+376.2%
-367.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -8.8% | -1.4% | -7.4% | -8.7% |
| 30D | -5.4% | +6.7% | -12.1% | -5.9% |
| 3M | +22.1% | -17.6% | +39.6% | +23.3% |
| 6M | -0.3% | +1.6% | -1.9% | -2.0% |
| YTD | -44.2% | -12.4% | -31.8% | -45.0% |
| 1Y | -64.2% | +10.9% | -75.1% | -65.8% |
| All | +8.9% | +376.2% | -367.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling