-10.3%
DOCU vs LUMN
+42.5%
-52.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +3.8% |
| 7D | +6.9% | +12.1% | -5.2% | +6.4% |
| 30D | +19.0% | +11.3% | +7.6% | +18.4% |
| 3M | +34.3% | -31.6% | +65.9% | +36.9% |
| 6M | +48.0% | -2.7% | +50.7% | +47.1% |
| YTD | 0.0% | -12.9% | +12.9% | -0.7% |
| 1Y | -10.3% | +36.2% | -46.5% | -4.5% |
| All | -10.3% | +42.5% | -52.8% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling