-56.5%
LUMN vs DTE
+137.8%
-194.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.7% |
| 7D | +2.5% | -2.6% | +5.1% | +4.0% |
| 30D | +10.3% | -4.4% | +14.7% | +13.3% |
| 3M | -18.3% | -8.3% | -9.9% | -14.4% |
| 6M | +4.4% | -8.1% | +12.4% | +8.4% |
| YTD | -10.7% | +4.4% | -15.1% | -14.5% |
| 1Y | +14.0% | +0.2% | +13.8% | +11.4% |
| 3Y | +406.6% | +42.6% | +364.0% | +294.3% |
| 5Y | -36.8% | +31.5% | -68.3% | -47.8% |
| All | -56.5% | +137.8% | -194.3% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling