-59.2%
NKE vs LUMN
+385.3%
-444.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -4.2% | +2.5% | -6.7% | -4.3% |
| 30D | -8.2% | +10.3% | -18.5% | -8.7% |
| 3M | -19.1% | -18.3% | -0.8% | -18.4% |
| 6M | -32.6% | +4.4% | -37.0% | -33.1% |
| YTD | -40.7% | -10.7% | -30.0% | -41.0% |
| 1Y | -48.9% | +14.0% | -62.8% | -50.2% |
| 3Y | -59.2% | +406.6% | -465.8% | -65.7% |
| All | -59.2% | +385.3% | -444.6% | -65.7% |
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