+67.3%
DVN vs LUMN
-55.8%
+123.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +4.5% | +2.5% | +2.0% | +4.2% |
| 30D | +12.0% | +10.3% | +1.6% | +10.3% |
| 3M | +13.4% | -18.3% | +31.7% | +16.0% |
| 6M | +12.1% | +4.4% | +7.7% | +9.4% |
| YTD | +38.8% | -10.7% | +49.5% | +36.4% |
| 1Y | +46.0% | +14.0% | +32.1% | +35.3% |
| 3Y | +9.5% | +406.6% | -397.1% | -40.7% |
| 5Y | +125.3% | -36.8% | +162.1% | +131.5% |
| All | +67.3% | -55.8% | +123.1% | +64.1% |
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 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