+112.5%
NET vs LUMN
-39.0%
+151.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.7% |
| 7D | -7.0% | +12.1% | -19.1% | -8.4% |
| 30D | -4.8% | +11.3% | -16.1% | -6.2% |
| 3M | +3.8% | -31.6% | +35.4% | +8.6% |
| 6M | +50.0% | -2.7% | +52.8% | +49.0% |
| YTD | +41.5% | -12.9% | +54.3% | +41.4% |
| 1Y | +32.8% | +36.2% | -3.4% | +24.9% |
| 3Y | +335.9% | +328.5% | +7.4% | +205.2% |
| All | +112.5% | -39.0% | +151.5% | +193.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling