+10.9%
LUMN vs DOC
+21.3%
-10.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.4% | -3.1% | +1.7% | -1.3% |
| 30D | +6.7% | -0.2% | +6.9% | +6.7% |
| 3M | -17.6% | +1.0% | -18.5% | -17.8% |
| 6M | +1.6% | +20.8% | -19.2% | -1.3% |
| YTD | -12.4% | +32.3% | -44.7% | -11.5% |
| 1Y | +10.9% | +21.3% | -10.4% | +9.6% |
| All | +10.9% | +21.3% | -10.4% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling