+18.8%
NVDL vs LUMN
+11.9%
+6.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.9% |
| 7D | -10.3% | +2.5% | -12.8% | -11.2% |
| 30D | -7.1% | +10.3% | -17.5% | -10.5% |
| 3M | +6.6% | -18.3% | +24.8% | +13.8% |
| 6M | +21.1% | +4.4% | +16.7% | +16.1% |
| YTD | +15.2% | -10.7% | +25.9% | +13.0% |
| 1Y | +18.8% | +14.0% | +4.8% | +3.8% |
| All | +18.8% | +11.9% | +6.9% | +3.8% |
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