+2,490.2%
NVDL vs LUMN
+23.5%
+2,466.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -10.3% | +2.5% | -12.8% | -10.7% |
| 30D | -7.1% | +10.3% | -17.5% | -8.5% |
| 3M | +6.6% | -18.3% | +24.8% | +9.7% |
| 6M | +21.1% | +4.4% | +16.7% | +19.8% |
| YTD | +15.2% | -10.7% | +25.9% | +15.7% |
| 1Y | +18.8% | +14.0% | +4.8% | +15.6% |
| 3Y | +649.9% | +406.6% | +243.3% | +591.3% |
| All | +2,490.2% | +23.5% | +2,466.7% | +3,137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling