+4.3%
DT vs LUMN
+42.5%
-38.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.7% |
| 7D | -3.3% | +12.1% | -15.4% | -3.1% |
| 30D | +2.0% | +11.3% | -9.3% | +2.2% |
| 3M | +20.0% | -31.6% | +51.6% | +20.2% |
| 6M | +39.3% | -2.7% | +42.0% | +38.2% |
| YTD | +19.8% | -12.9% | +32.6% | +19.3% |
| 1Y | +4.3% | +36.2% | -31.9% | +3.1% |
| All | +4.3% | +42.5% | -38.2% | +3.1% |
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