+62.2%
DOCU vs LUMN
-45.1%
+107.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +8.1% | +2.6% | +5.5% | +7.7% |
| 3M | +43.0% | -19.6% | +62.6% | +45.4% |
| 6M | +32.4% | +2.7% | +29.7% | +30.6% |
| YTD | -5.8% | -12.4% | +6.6% | -6.4% |
| 1Y | -19.2% | +21.0% | -40.2% | -23.2% |
| 3Y | +28.4% | +379.6% | -351.2% | -1.7% |
| 5Y | -77.1% | -39.9% | -37.1% | -78.5% |
| All | +62.2% | -45.1% | +107.4% | +51.1% |
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