+1,242.0%
NLY vs LUMN
+23.9%
+1,218.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -4.0% | +2.5% | -6.5% | -4.3% |
| 30D | -5.2% | +10.3% | -15.6% | -6.6% |
| 3M | +2.8% | -18.3% | +21.1% | +4.9% |
| 6M | +4.2% | +4.4% | -0.2% | +2.2% |
| YTD | +4.7% | -10.7% | +15.4% | +3.4% |
| 1Y | +12.7% | +14.0% | -1.2% | +5.9% |
| 3Y | +62.5% | +406.6% | -344.0% | -0.2% |
| 5Y | +26.3% | -36.8% | +63.1% | +14.1% |
| 10Y | +81.0% | -56.2% | +137.1% | +61.4% |
| All | +1,242.0% | +23.9% | +1,218.1% | +752.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling