+174.9%
NVS vs LUMN
-55.8%
+230.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -14.3% | +2.5% | -16.8% | -14.3% |
| 30D | -10.0% | +10.3% | -20.3% | -10.3% |
| 3M | -10.9% | -18.3% | +7.4% | -10.4% |
| 6M | -12.0% | +4.4% | -16.3% | -12.4% |
| YTD | +2.5% | -10.7% | +13.2% | +2.2% |
| 1Y | +10.7% | +14.0% | -3.3% | +8.9% |
| 3Y | +53.3% | +406.6% | -353.3% | +32.7% |
| 5Y | +93.6% | -36.8% | +130.4% | +97.7% |
| All | +174.9% | -55.8% | +230.7% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling