-32.5%
NIO vs LUMN
+3.9%
-36.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.7% |
| 7D | -2.9% | +2.5% | -5.4% | -3.3% |
| 30D | -18.7% | +10.3% | -29.1% | -20.5% |
| 3M | -29.4% | -18.3% | -11.2% | -26.8% |
| 6M | -32.5% | +4.4% | -36.9% | -38.2% |
| All | -32.5% | +3.9% | -36.4% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling