-39.7%
LUMN vs NVMI
+1,965.6%
-2,005.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +10.3% | -8.4% | +18.7% | +11.3% |
| 3M | -18.3% | -33.6% | +15.3% | -15.2% |
| 6M | +4.4% | -14.7% | +19.0% | +5.9% |
| YTD | -10.7% | +13.2% | -23.9% | -11.4% |
| 1Y | +14.0% | +29.0% | -15.1% | +11.9% |
| 3Y | +406.6% | +215.0% | +191.6% | +361.6% |
| 5Y | -36.8% | +268.6% | -305.4% | -43.4% |
| 10Y | -56.2% | +3,124.7% | -3,180.9% | -65.5% |
| All | -39.7% | +1,965.6% | -2,005.3% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling