+15,891.4%
NOC vs LUMN
+156.1%
+15,735.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +0.8% | +2.5% | -1.7% | +0.5% |
| 30D | -9.7% | +10.3% | -20.0% | -10.6% |
| 3M | -5.6% | -18.3% | +12.6% | -4.3% |
| 6M | -28.6% | +4.4% | -32.9% | -29.7% |
| YTD | -7.9% | -10.7% | +2.8% | -8.8% |
| 1Y | -9.5% | +14.0% | -23.5% | -13.6% |
| 3Y | +28.4% | +406.6% | -378.2% | -12.2% |
| 5Y | +59.0% | -36.8% | +95.8% | +47.0% |
| 10Y | +191.3% | -56.2% | +247.4% | +165.5% |
| All | +15,891.4% | +156.1% | +15,735.3% | +9,871.0% |
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