+36.2%
LUMN vs DTE
+3.0%
+33.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.2% |
| 7D | +12.1% | +0.2% | +11.9% | +12.1% |
| 30D | +11.3% | -2.6% | +13.9% | +10.6% |
| 3M | -31.6% | -3.9% | -27.7% | -32.4% |
| 6M | -2.7% | -7.9% | +5.2% | -4.4% |
| YTD | -12.9% | +7.2% | -20.0% | -8.9% |
| 1Y | +36.2% | +3.1% | +33.1% | +43.1% |
| All | +36.2% | +3.0% | +33.2% | +43.1% |
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