+5,794.8%
DOV vs LUMN
+156.1%
+5,638.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | -8.9% | +10.3% | -19.2% | -10.7% |
| 3M | -13.3% | -18.3% | +5.0% | -10.7% |
| 6M | -9.7% | +4.4% | -14.0% | -12.0% |
| YTD | -2.5% | -10.7% | +8.2% | -4.1% |
| 1Y | +7.2% | +14.0% | -6.7% | -1.4% |
| 3Y | +39.4% | +406.6% | -367.2% | -28.5% |
| 5Y | +15.8% | -36.8% | +52.6% | -1.4% |
| 10Y | +297.5% | -56.2% | +353.7% | +234.0% |
| All | +5,794.8% | +156.1% | +5,638.7% | +2,946.6% |
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