+64.7%
NTAP vs LUMN
-58.0%
+122.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -0.9% |
| 7D | -16.1% | -6.9% | -9.2% | -15.4% |
| 30D | -15.9% | -20.5% | +4.5% | -13.6% |
| 3M | -1.2% | -33.4% | +32.1% | +3.5% |
| 6M | +70.1% | -52.1% | +122.2% | +85.0% |
| YTD | +77.9% | -42.5% | +120.4% | +86.1% |
| All | +64.7% | -58.0% | +122.7% | +79.8% |
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