+155.2%
LUMN vs NTRS
+7,800.3%
-7,645.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | +10.3% | -0.7% | +11.0% | +10.6% |
| 3M | -18.3% | +11.3% | -29.6% | -21.6% |
| 6M | +4.4% | +35.5% | -31.2% | -7.0% |
| YTD | -10.7% | +40.6% | -51.3% | -21.4% |
| 1Y | +14.0% | +49.2% | -35.3% | -2.0% |
| 3Y | +406.6% | +167.2% | +239.3% | +258.3% |
| 5Y | -36.8% | +94.9% | -131.7% | -50.3% |
| 10Y | -56.2% | +259.5% | -315.6% | -71.9% |
| All | +155.2% | +7,800.3% | -7,645.1% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling