+132.9%
DPZ vs LUMN
-55.8%
+188.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | -8.6% | +2.5% | -11.2% | -8.7% |
| 30D | -11.9% | +10.3% | -22.2% | -12.3% |
| 3M | +0.4% | -18.3% | +18.7% | +1.0% |
| 6M | -19.9% | +4.4% | -24.2% | -20.5% |
| YTD | -24.4% | -10.7% | -13.7% | -24.8% |
| 1Y | -30.4% | +14.0% | -44.4% | -31.9% |
| 3Y | -17.4% | +406.6% | -423.9% | -29.4% |
| 5Y | -34.6% | -36.8% | +2.2% | -34.4% |
| All | +132.9% | -55.8% | +188.7% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling