-24.5%
NU vs LUMN
-63.6%
+39.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +3.6% | -18.2% | +21.9% | +6.9% |
| 30D | -22.8% | -32.5% | +9.7% | -17.9% |
| 3M | -14.8% | -32.4% | +17.6% | -9.4% |
| 6M | -16.9% | -59.3% | +42.4% | -5.5% |
| YTD | -28.1% | -48.6% | +20.5% | -22.1% |
| 1Y | -24.5% | -63.5% | +39.0% | -14.4% |
| All | -24.5% | -63.6% | +39.1% | -14.4% |
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