+114.1%
DT vs LUMN
-25.2%
+139.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | +3.0% | +10.3% | -7.3% | +2.2% |
| 3M | +26.5% | -18.3% | +44.8% | +28.0% |
| 6M | +35.9% | +4.4% | +31.6% | +33.9% |
| YTD | +17.8% | -10.7% | +28.5% | +16.7% |
| 1Y | +4.1% | +14.0% | -9.9% | -0.1% |
| 3Y | +5.3% | +406.6% | -401.3% | -19.5% |
| 5Y | -27.2% | -36.8% | +9.6% | -26.0% |
| All | +114.1% | -25.2% | +139.3% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling