+327.1%
NET vs LUMN
+331.2%
-4.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.8% |
| 7D | -7.0% | +12.1% | -19.1% | -8.2% |
| 30D | -4.8% | +11.3% | -16.1% | -5.9% |
| 3M | +3.8% | -31.6% | +35.4% | +7.6% |
| 6M | +50.0% | -2.7% | +52.8% | +49.2% |
| YTD | +41.5% | -12.9% | +54.3% | +41.5% |
| 1Y | +32.8% | +36.2% | -3.4% | +27.3% |
| All | +327.1% | +331.2% | -4.1% | +238.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling