-63.5%
LUMN vs DVA
+58.2%
-121.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.1% |
| 7D | -18.2% | +2.1% | -20.3% | -18.0% |
| 30D | -32.5% | +8.2% | -40.7% | -31.9% |
| 3M | -32.4% | +5.9% | -38.3% | -31.9% |
| 6M | -59.3% | -1.3% | -58.0% | -58.6% |
| YTD | -48.6% | +68.4% | -117.1% | -40.5% |
| 1Y | -63.5% | +57.5% | -121.0% | -58.9% |
| All | -63.5% | +58.2% | -121.7% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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