+25.6%
NTR vs LUMN
-60.4%
+86.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.3% | -7.1% | +1.2% |
| 7D | +3.0% | -10.6% | +13.5% | +2.9% |
| 30D | +7.1% | -18.2% | +25.3% | +6.9% |
| 3M | +13.1% | -30.8% | +43.8% | +12.7% |
| 6M | +7.6% | -49.1% | +56.6% | +6.8% |
| YTD | +20.0% | -44.4% | +64.4% | +19.9% |
| All | +25.6% | -60.4% | +86.0% | +24.9% |
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 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