-18.2%
DOCU vs LUMN
+11.9%
-30.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -4.0% | +2.5% | -6.5% | -4.2% |
| 30D | +13.0% | +10.3% | +2.7% | +12.4% |
| 3M | +47.4% | -18.3% | +65.6% | +49.0% |
| 6M | +36.8% | +4.4% | +32.4% | +35.2% |
| YTD | -4.0% | -10.7% | +6.7% | -5.0% |
| 1Y | -18.2% | +14.0% | -32.1% | -20.4% |
| All | -18.2% | +11.9% | -30.1% | -20.4% |
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