+94.5%
LUMN vs DAR
+1,760.3%
-1,665.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.0% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +10.3% | +2.6% | +7.7% | +10.1% |
| 3M | -18.3% | +14.2% | -32.5% | -19.0% |
| 6M | +4.4% | +17.2% | -12.8% | +3.1% |
| YTD | -10.7% | +80.9% | -91.5% | -14.3% |
| 1Y | +14.0% | +104.0% | -90.0% | +8.3% |
| 3Y | +406.6% | +3.6% | +402.9% | +400.5% |
| 5Y | -36.8% | -7.8% | -29.0% | -37.4% |
| 10Y | -56.2% | +363.1% | -419.3% | -60.2% |
| All | +94.5% | +1,760.3% | -1,665.8% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling