-99.1%
NVD vs LUMN
+385.3%
-484.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.6% |
| 7D | +10.8% | +2.5% | +8.3% | +11.3% |
| 30D | +0.8% | +10.3% | -9.6% | +3.0% |
| 3M | -20.8% | -18.3% | -2.6% | -22.7% |
| 6M | -41.2% | +4.4% | -45.5% | -39.1% |
| YTD | -44.2% | -10.7% | -33.5% | -42.2% |
| 1Y | -54.2% | +14.0% | -68.1% | -50.0% |
| 3Y | -99.1% | +406.6% | -505.7% | -99.0% |
| All | -99.1% | +385.3% | -484.4% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling