+17.4%
NLY vs LUMN
+44.7%
-27.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | -1.0% | +12.1% | -13.1% | -1.2% |
| 30D | +0.6% | +11.3% | -10.7% | +0.4% |
| 3M | +10.8% | -31.6% | +42.4% | +11.5% |
| 6M | +6.2% | -2.7% | +8.9% | +6.3% |
| YTD | +9.0% | -12.9% | +21.9% | +9.2% |
| All | +17.4% | +44.7% | -27.3% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling