-3.1%
NVO vs LUMN
-37.8%
+34.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | -7.6% | +2.5% | -10.1% | -7.7% |
| 30D | -6.0% | +10.3% | -16.3% | -6.3% |
| 3M | -0.8% | -18.3% | +17.5% | -0.2% |
| 6M | +16.5% | +4.4% | +12.1% | +15.9% |
| YTD | -11.1% | -10.7% | -0.4% | -11.3% |
| 1Y | -16.7% | +14.0% | -30.7% | -17.5% |
| 3Y | -52.9% | +406.6% | -459.5% | -55.3% |
| All | -3.1% | -37.8% | +34.8% | +1.7% |
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