+19.3%
NSC vs LUMN
-62.6%
+82.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.0% | +6.6% | -4.2% |
| 7D | -3.8% | -16.9% | +13.1% | -3.7% |
| 30D | +4.1% | -32.7% | +36.7% | +4.2% |
| 3M | -3.3% | -34.5% | +31.3% | -3.2% |
| 6M | +5.9% | -56.9% | +62.8% | +6.9% |
| YTD | +15.5% | -48.8% | +64.3% | +15.3% |
| 1Y | +19.3% | -63.4% | +82.7% | +20.8% |
| All | +19.3% | -62.6% | +82.0% | +20.8% |
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