+74.1%
NSC vs LUMN
+385.3%
-311.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -2.8% | +2.5% | -5.3% | -2.9% |
| 30D | -4.5% | +10.3% | -14.8% | -5.0% |
| 3M | +3.5% | -18.3% | +21.8% | +4.4% |
| 6M | +8.5% | +4.4% | +4.2% | +7.7% |
| YTD | +12.3% | -10.7% | +23.0% | +11.9% |
| 1Y | +18.9% | +14.0% | +5.0% | +16.0% |
| 3Y | +74.1% | +406.6% | -332.4% | +40.9% |
| All | +74.1% | +385.3% | -311.2% | +40.9% |
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