-15.8%
DPZ vs LUMN
+376.2%
-392.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -8.6% | -1.4% | -7.1% | -8.5% |
| 30D | -11.2% | +6.7% | -17.9% | -11.3% |
| 3M | +1.4% | -17.6% | +19.0% | +1.7% |
| 6M | -19.9% | +1.6% | -21.5% | -20.2% |
| YTD | -23.0% | -12.4% | -10.7% | -23.3% |
| 1Y | -28.2% | +10.9% | -39.1% | -29.0% |
| All | -15.8% | +376.2% | -392.1% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling