-39.9%
LUMN vs DOC
-25.4%
-14.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +3.0% |
| 7D | 0.0% | -3.0% | +3.0% | +2.3% |
| 30D | +2.6% | -2.0% | +4.5% | +4.0% |
| 3M | -19.6% | +0.9% | -20.5% | -21.0% |
| 6M | +2.7% | +20.8% | -18.1% | -14.0% |
| YTD | -12.4% | +32.5% | -44.8% | -33.0% |
| 1Y | +21.0% | +20.7% | +0.3% | -1.7% |
| 3Y | +379.6% | +23.1% | +356.5% | +279.6% |
| 5Y | -39.9% | -24.3% | -15.7% | -36.8% |
| All | -39.9% | -25.4% | -14.5% | -36.8% |
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