+27.1%
NET vs LUMN
-56.8%
+83.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.0% | -4.9% | +1.9% |
| 7D | +11.8% | -0.8% | +12.6% | +11.7% |
| 30D | -15.3% | -10.8% | -4.5% | -13.5% |
| 3M | -1.5% | -29.1% | +27.5% | +5.2% |
| 6M | +55.9% | -44.5% | +100.4% | +73.1% |
| YTD | +55.1% | -39.4% | +94.5% | +65.3% |
| 1Y | +27.1% | -55.1% | +82.2% | +46.5% |
| All | +27.1% | -56.8% | +83.9% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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