-75.8%
DOCU vs LUMN
-37.8%
-38.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -4.0% | +2.5% | -6.5% | -4.3% |
| 30D | +13.0% | +10.3% | +2.7% | +11.6% |
| 3M | +47.4% | -18.3% | +65.6% | +50.1% |
| 6M | +36.8% | +4.4% | +32.4% | +34.2% |
| YTD | -4.0% | -10.7% | +6.7% | -5.1% |
| 1Y | -18.2% | +14.0% | -32.1% | -22.6% |
| 3Y | +39.7% | +406.6% | -366.9% | -6.0% |
| All | -75.8% | -37.8% | -38.0% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling