+1,762.6%
NOK vs LUMN
+121.5%
+1,641.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.4% |
| 7D | +11.0% | +2.5% | +8.5% | +10.3% |
| 30D | +7.8% | +10.3% | -2.5% | +5.3% |
| 3M | -21.0% | -18.3% | -2.8% | -17.6% |
| 6M | +40.9% | +4.4% | +36.5% | +37.9% |
| YTD | +72.0% | -10.7% | +82.7% | +70.1% |
| 1Y | +140.9% | +14.0% | +127.0% | +121.4% |
| 3Y | +194.3% | +406.6% | -212.3% | +24.9% |
| 5Y | +112.5% | -36.8% | +149.3% | +74.7% |
| 10Y | +137.7% | -56.2% | +193.9% | +95.1% |
| All | +1,762.6% | +121.5% | +1,641.1% | +675.3% |
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