-90.4%
NIO vs LUMN
-37.8%
-52.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.9% |
| 7D | -2.9% | +2.5% | -5.4% | -3.1% |
| 30D | -18.7% | +10.3% | -29.1% | -19.5% |
| 3M | -29.4% | -18.3% | -11.2% | -28.4% |
| 6M | -32.5% | +4.4% | -36.9% | -33.2% |
| YTD | -27.6% | -10.7% | -17.0% | -27.9% |
| 1Y | -39.2% | +14.0% | -53.2% | -40.9% |
| 3Y | -64.3% | +406.6% | -470.8% | -75.0% |
| All | -90.4% | -37.8% | -52.5% | -87.8% |
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