+5,293.0%
DPZ vs LUMN
-25.8%
+5,318.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.7% | -4.4% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -7.6% | +2.6% | -10.1% | -8.0% |
| 3M | +1.8% | -19.6% | +21.4% | +3.5% |
| 6M | -21.8% | +2.7% | -24.5% | -23.2% |
| YTD | -22.0% | -12.4% | -9.7% | -22.9% |
| 1Y | -28.6% | +21.0% | -49.6% | -32.9% |
| 3Y | -13.1% | +379.6% | -392.7% | -43.1% |
| 5Y | -33.2% | -39.9% | +6.7% | -35.0% |
| 10Y | +147.0% | -57.0% | +204.0% | +132.7% |
| All | +5,293.0% | -25.8% | +5,318.7% | +3,399.3% |
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