+90.2%
NTR vs LUMN
-36.5%
+126.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -1.3% | +2.5% | -3.8% | -1.5% |
| 30D | +16.8% | +10.3% | +6.4% | +15.7% |
| 3M | +20.7% | -18.3% | +39.0% | +22.5% |
| 6M | +0.5% | +4.4% | -3.8% | -0.9% |
| YTD | +29.2% | -10.7% | +39.9% | +28.0% |
| 1Y | +39.6% | +14.0% | +25.6% | +33.5% |
| 3Y | +37.9% | +406.6% | -368.7% | -7.5% |
| 5Y | +47.1% | -36.8% | +83.9% | +49.8% |
| All | +90.2% | -36.5% | +126.6% | +72.2% |
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