+14,226.8%
NUE vs LUMN
+156.1%
+14,070.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +1.2% |
| 7D | -0.6% | +2.5% | -3.1% | -1.1% |
| 30D | -4.6% | +10.3% | -14.9% | -6.5% |
| 3M | -0.3% | -18.3% | +17.9% | +3.1% |
| 6M | +51.9% | +4.4% | +47.5% | +48.1% |
| YTD | +60.0% | -10.7% | +70.7% | +57.6% |
| 1Y | +82.9% | +14.0% | +68.9% | +67.8% |
| 3Y | +66.0% | +406.6% | -340.6% | -19.7% |
| 5Y | +149.0% | -36.8% | +185.8% | +110.7% |
| 10Y | +588.3% | -56.2% | +644.5% | +481.5% |
| All | +14,226.8% | +156.1% | +14,070.7% | +6,444.2% |
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