-39.9%
LUMN vs NTRS
+93.2%
-133.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.0% |
| 7D | +2.5% | +1.4% | +1.1% | +1.4% |
| 30D | +10.3% | -0.7% | +11.0% | +10.8% |
| 3M | -18.3% | +11.3% | -29.6% | -25.6% |
| 6M | +4.4% | +35.5% | -31.2% | -19.7% |
| YTD | -10.7% | +40.6% | -51.3% | -33.4% |
| 1Y | +14.0% | +49.2% | -35.3% | -19.5% |
| 3Y | +406.6% | +167.2% | +239.3% | +123.6% |
| All | -39.9% | +93.2% | -133.1% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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