-58.8%
LUMN vs NVMI
+5.1%
-64.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.4% | +1.9% | +5.0% |
| 7D | -10.6% | +9.6% | -20.2% | -14.6% |
| 30D | -18.2% | -5.6% | -12.6% | -16.0% |
| 3M | -30.8% | -15.2% | -15.6% | -25.5% |
| 6M | -49.1% | -36.1% | -13.0% | -38.2% |
| YTD | -44.4% | +1.5% | -45.9% | -48.7% |
| All | -58.8% | +5.1% | -64.0% | -63.5% |
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