-39.9%
LUMN vs DTE
+30.3%
-70.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.8% |
| 7D | +2.5% | -2.6% | +5.1% | +4.3% |
| 30D | +10.3% | -4.4% | +14.7% | +13.9% |
| 3M | -18.3% | -8.3% | -9.9% | -13.8% |
| 6M | +4.4% | -8.1% | +12.4% | +9.0% |
| YTD | -10.7% | +4.4% | -15.1% | -16.2% |
| 1Y | +14.0% | +0.2% | +13.8% | +9.8% |
| 3Y | +406.6% | +42.6% | +364.0% | +245.2% |
| All | -39.9% | +30.3% | -70.2% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling