+149.0%
LUMN vs DOC
+2,974.4%
-2,825.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | +12.1% | -1.5% | +13.6% | +12.6% |
| 30D | +11.3% | -4.8% | +16.1% | +13.0% |
| 3M | -31.6% | +6.9% | -38.5% | -33.3% |
| 6M | -2.7% | +20.7% | -23.5% | -9.2% |
| YTD | -12.9% | +34.1% | -47.0% | -21.6% |
| 1Y | +36.2% | +22.6% | +13.6% | +25.3% |
| 3Y | +328.5% | +20.8% | +307.7% | +301.3% |
| 5Y | -39.2% | -24.9% | -14.3% | -34.8% |
| 10Y | -57.4% | -1.8% | -55.6% | -59.2% |
| All | +149.0% | +2,974.4% | -2,825.4% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling