+406.6%
LUMN vs DAR
+5.7%
+400.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +10.3% | +2.6% | +7.7% | +9.0% |
| 3M | -18.3% | +14.2% | -32.5% | -22.6% |
| 6M | +4.4% | +17.2% | -12.8% | -3.0% |
| YTD | -10.7% | +80.9% | -91.5% | -30.6% |
| 1Y | +14.0% | +104.0% | -90.0% | -16.9% |
| 3Y | +406.6% | +3.6% | +402.9% | +398.1% |
| All | +406.6% | +5.7% | +400.9% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling