-16.7%
NVO vs LUMN
+11.9%
-28.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -7.6% | +2.5% | -10.1% | -7.8% |
| 30D | -6.0% | +10.3% | -16.3% | -7.1% |
| 3M | -0.8% | -18.3% | +17.5% | +1.3% |
| 6M | +16.5% | +4.4% | +12.1% | +13.1% |
| YTD | -11.1% | -10.7% | -0.4% | -12.4% |
| 1Y | -16.7% | +14.0% | -30.7% | -18.8% |
| All | -16.7% | +11.9% | -28.7% | -18.8% |
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