-68.4%
LUMN vs DOC
-21.4%
-47.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.5% | -0.9% | +3.4% | +3.2% |
| 30D | -10.1% | +7.7% | -17.8% | -15.3% |
| 3M | -36.1% | -2.0% | -34.1% | -35.5% |
| 6M | -56.5% | +5.9% | -62.3% | -59.2% |
| YTD | -47.4% | +31.8% | -79.2% | -60.0% |
| 1Y | -49.6% | +22.5% | -72.2% | -59.4% |
| 3Y | +255.7% | +54.7% | +200.9% | +129.3% |
| All | -68.4% | -21.4% | -47.0% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling