+5,446.2%
NSC vs LUMN
+156.1%
+5,290.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | -2.8% | +2.5% | -5.3% | -3.2% |
| 30D | -4.5% | +10.3% | -14.8% | -6.3% |
| 3M | +3.5% | -18.3% | +21.8% | +6.2% |
| 6M | +8.5% | +4.4% | +4.2% | +5.6% |
| YTD | +12.3% | -10.7% | +23.0% | +10.2% |
| 1Y | +18.9% | +14.0% | +5.0% | +9.4% |
| 3Y | +74.1% | +406.6% | -332.4% | -8.3% |
| 5Y | +43.9% | -36.8% | +80.7% | +21.4% |
| 10Y | +331.6% | -56.2% | +387.8% | +259.0% |
| All | +5,446.2% | +156.1% | +5,290.1% | +2,578.8% |
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 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