-57.0%
LUMN vs NWSA
+121.1%
-178.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +2.5% | -2.8% | +5.3% | +3.9% |
| 30D | +10.3% | +3.0% | +7.3% | +8.6% |
| 3M | -18.3% | +12.3% | -30.6% | -23.7% |
| 6M | +4.4% | +21.9% | -17.5% | -7.0% |
| YTD | -10.7% | +13.6% | -24.2% | -18.2% |
| 1Y | +14.0% | +0.5% | +13.5% | +10.4% |
| 3Y | +406.6% | +43.8% | +362.8% | +320.0% |
| 5Y | -36.8% | +41.2% | -78.0% | -48.4% |
| 10Y | -56.2% | +148.6% | -204.8% | -73.8% |
| All | -57.0% | +121.1% | -178.1% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling