+62.5%
DRAM vs LUMN
-33.8%
+96.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.9% | +0.6% | -2.1% |
| 7D | -16.6% | -6.9% | -9.8% | -13.4% |
| 30D | -26.9% | -20.5% | -6.4% | -17.3% |
| 3M | -17.8% | -33.4% | +15.6% | +1.5% |
| 6M | +6.2% | -52.1% | +58.3% | +59.7% |
| All | +62.5% | -33.8% | +96.3% | +139.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling