+118.0%
NOK vs LUMN
+42.5%
+75.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.1% |
| 7D | -1.8% | +12.1% | -13.8% | -4.0% |
| 30D | +4.7% | +11.3% | -6.7% | +2.2% |
| 3M | -39.7% | -31.6% | -8.0% | -36.1% |
| 6M | +23.1% | -2.7% | +25.8% | +24.1% |
| YTD | +55.0% | -12.9% | +67.9% | +55.9% |
| 1Y | +118.0% | +36.2% | +81.8% | +118.5% |
| All | +118.0% | +42.5% | +75.5% | +118.5% |
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