+126.0%
DUK vs LUMN
-55.8%
+181.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -0.7% | +2.5% | -3.2% | -0.8% |
| 30D | -2.4% | +10.3% | -12.8% | -3.0% |
| 3M | -3.0% | -18.3% | +15.3% | -2.2% |
| 6M | -6.6% | +4.4% | -10.9% | -7.4% |
| YTD | +4.6% | -10.7% | +15.2% | +3.9% |
| 1Y | +1.2% | +14.0% | -12.7% | -1.7% |
| 3Y | +45.7% | +406.6% | -360.9% | +11.7% |
| 5Y | +40.3% | -36.8% | +77.1% | +42.5% |
| All | +126.0% | -55.8% | +181.8% | +111.7% |
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 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