-53.9%
DOCS vs LUMN
-46.5%
-7.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.9% | -5.4% | -7.1% |
| 7D | -7.3% | +4.1% | -11.4% | -7.7% |
| 30D | -10.9% | +6.4% | -17.3% | -11.6% |
| 3M | +20.3% | -26.3% | +46.6% | +23.3% |
| 6M | -3.6% | +0.3% | -3.9% | -5.5% |
| YTD | -44.9% | -14.5% | -30.3% | -45.8% |
| 1Y | -64.9% | +29.7% | -94.6% | -67.7% |
| 3Y | +7.6% | +367.6% | -360.0% | -27.1% |
| 5Y | -74.0% | -40.2% | -33.8% | -66.1% |
| All | -53.9% | -46.5% | -7.4% | -39.2% |
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 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