+138.6%
NOK vs LUMN
-55.8%
+194.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.6% |
| 7D | +11.0% | +2.5% | +8.5% | +10.6% |
| 30D | +7.8% | +10.3% | -2.5% | +6.4% |
| 3M | -21.0% | -18.3% | -2.8% | -19.1% |
| 6M | +40.9% | +4.4% | +36.5% | +39.6% |
| YTD | +72.0% | -10.7% | +82.7% | +71.5% |
| 1Y | +140.9% | +14.0% | +127.0% | +131.8% |
| 3Y | +194.3% | +406.6% | -212.3% | +91.1% |
| 5Y | +112.5% | -36.8% | +149.3% | +112.4% |
| All | +138.6% | -55.8% | +194.4% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling