-7.8%
DT vs LUMN
-62.6%
+54.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -11.0% | +4.4% | -6.7% |
| 7D | -28.3% | -16.9% | -11.4% | -28.5% |
| 30D | -28.4% | -32.7% | +4.2% | -29.0% |
| 3M | -14.1% | -34.5% | +20.5% | -14.9% |
| 6M | +13.2% | -56.9% | +70.0% | +11.7% |
| YTD | +0.8% | -48.8% | +49.6% | -0.5% |
| 1Y | -7.8% | -63.4% | +55.6% | -9.7% |
| All | -7.8% | -62.6% | +54.8% | -9.7% |
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