+59.1%
NOC vs LUMN
-37.8%
+97.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.8% | +2.5% | -1.7% | +0.7% |
| 30D | -9.7% | +10.3% | -20.0% | -9.8% |
| 3M | -5.6% | -18.3% | +12.6% | -5.4% |
| 6M | -28.6% | +4.4% | -32.9% | -28.8% |
| YTD | -7.9% | -10.7% | +2.8% | -8.0% |
| 1Y | -9.5% | +14.0% | -23.5% | -10.2% |
| 3Y | +28.4% | +406.6% | -378.2% | +17.4% |
| All | +59.1% | -37.8% | +97.0% | +78.4% |
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