+36.2%
LUMN vs NVMI
+53.9%
-17.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -5.2% |
| 7D | +12.1% | +6.6% | +5.5% | +7.8% |
| 30D | +11.3% | -7.5% | +18.9% | +16.1% |
| 3M | -31.6% | -28.5% | -3.1% | -19.1% |
| 6M | -2.7% | -15.7% | +13.0% | +0.8% |
| YTD | -12.9% | +13.3% | -26.2% | -26.0% |
| 1Y | +36.2% | +48.3% | -12.1% | -0.1% |
| All | +36.2% | +53.9% | -17.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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