+41.5%
NU vs LUMN
-38.8%
+80.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.9% |
| 7D | -4.9% | +2.5% | -7.4% | -5.1% |
| 30D | +7.8% | +10.3% | -2.5% | +6.8% |
| 3M | +20.9% | -18.3% | +39.2% | +22.9% |
| 6M | +0.9% | +4.4% | -3.5% | -0.3% |
| YTD | -12.7% | -10.7% | -2.0% | -13.0% |
| 1Y | -6.4% | +14.0% | -20.4% | -9.5% |
| 3Y | +98.1% | +406.6% | -308.5% | +50.2% |
| All | +41.5% | -38.8% | +80.3% | +124.6% |
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