+194.3%
NOK vs LUMN
+385.3%
-191.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.7% |
| 7D | +11.0% | +2.5% | +8.5% | +10.7% |
| 30D | +7.8% | +10.3% | -2.5% | +7.0% |
| 3M | -21.0% | -18.3% | -2.8% | -20.0% |
| 6M | +40.9% | +4.4% | +36.5% | +40.5% |
| YTD | +72.0% | -10.7% | +82.7% | +72.1% |
| 1Y | +140.9% | +14.0% | +127.0% | +137.8% |
| 3Y | +194.3% | +406.6% | -212.3% | +146.2% |
| All | +194.3% | +385.3% | -191.1% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling