+187.5%
NVT vs LUMN
+385.3%
-197.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.5% |
| 7D | +4.1% | +2.5% | +1.6% | +3.9% |
| 30D | -5.1% | +10.3% | -15.5% | -5.9% |
| 3M | -1.2% | -18.3% | +17.1% | +0.1% |
| 6M | +46.6% | +4.4% | +42.2% | +46.1% |
| YTD | +60.0% | -10.7% | +70.7% | +60.1% |
| 1Y | +70.8% | +14.0% | +56.8% | +67.9% |
| 3Y | +187.5% | +406.6% | -219.0% | +163.7% |
| All | +187.5% | +385.3% | -197.8% | +163.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling