+2,593.7%
NOW vs LUMN
-58.6%
+2,652.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -6.2% | +2.5% | -8.7% | -6.4% |
| 30D | +6.1% | +10.3% | -4.3% | +5.0% |
| 3M | +28.6% | -18.3% | +46.8% | +30.3% |
| 6M | +14.6% | +4.4% | +10.3% | +13.1% |
| YTD | -13.5% | -10.7% | -2.8% | -14.2% |
| 1Y | -29.4% | +14.0% | -43.3% | -32.2% |
| 3Y | +9.4% | +406.6% | -397.2% | -20.0% |
| 5Y | +2.3% | -36.8% | +39.1% | +1.0% |
| 10Y | +800.6% | -56.2% | +856.8% | +762.8% |
| All | +2,593.7% | -58.6% | +2,652.3% | +2,401.5% |
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 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