-51.9%
LUMN vs NWSA
+1.1%
-52.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.4% |
| 7D | -0.4% | -12.2% | +11.8% | -2.9% |
| 30D | -11.9% | -8.7% | -3.2% | -12.4% |
| 3M | -30.3% | -6.0% | -24.3% | -29.3% |
| 6M | -46.6% | -0.3% | -46.3% | -43.9% |
| YTD | -42.7% | +3.5% | -46.2% | -33.0% |
| 1Y | -51.9% | +0.8% | -52.6% | -43.5% |
| All | -51.9% | +1.1% | -52.9% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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