+35.1%
NET vs LUMN
-65.1%
+100.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.3% | -1.8% |
| 7D | -16.4% | -6.9% | -9.5% | -15.6% |
| 30D | -25.8% | -20.5% | -5.4% | -23.7% |
| 3M | -11.5% | -33.4% | +21.9% | -7.1% |
| 6M | +18.9% | -52.1% | +71.0% | +29.4% |
| YTD | +35.2% | -42.5% | +77.7% | +42.3% |
| 1Y | +14.5% | -57.6% | +72.0% | +24.7% |
| 3Y | +313.8% | +299.1% | +14.7% | +186.2% |
| All | +35.1% | -65.1% | +100.2% | +124.0% |
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