-64.3%
NIO vs LUMN
+385.3%
-449.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.0% |
| 7D | -2.9% | +2.5% | -5.4% | -3.0% |
| 30D | -18.7% | +10.3% | -29.1% | -19.2% |
| 3M | -29.4% | -18.3% | -11.2% | -28.8% |
| 6M | -32.5% | +4.4% | -36.9% | -32.8% |
| YTD | -27.6% | -10.7% | -17.0% | -27.8% |
| 1Y | -39.2% | +14.0% | -53.2% | -39.9% |
| 3Y | -64.3% | +406.6% | -470.8% | -70.6% |
| All | -64.3% | +385.3% | -449.6% | -70.6% |
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