+406.6%
LUMN vs DVA
+89.6%
+316.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +10.3% | 0.0% | +10.3% | +10.3% |
| 3M | -18.3% | -10.9% | -7.3% | -17.2% |
| 6M | +4.4% | +17.3% | -12.9% | +2.0% |
| YTD | -10.7% | +59.8% | -70.5% | -18.8% |
| 1Y | +14.0% | +36.3% | -22.3% | +8.4% |
| 3Y | +406.6% | +88.6% | +318.0% | +314.8% |
| All | +406.6% | +89.6% | +316.9% | +314.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling