-63.5%
LUMN vs DTE
+4.1%
-67.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -18.2% | -0.3% | -17.9% | -18.1% |
| 30D | -32.5% | +6.2% | -38.6% | -32.1% |
| 3M | -32.4% | -2.6% | -29.8% | -33.3% |
| 6M | -59.3% | -3.5% | -55.8% | -60.1% |
| YTD | -48.6% | +7.4% | -56.0% | -48.8% |
| 1Y | -63.5% | +4.2% | -67.7% | -64.1% |
| All | -63.5% | +4.1% | -67.7% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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