+113.0%
NVTS vs LUMN
+42.5%
+70.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +7.3% |
| 7D | +2.7% | +12.1% | -9.4% | -3.2% |
| 30D | -4.5% | +11.3% | -15.8% | -9.8% |
| 3M | -61.5% | -31.6% | -29.9% | -54.2% |
| 6M | +28.0% | -2.7% | +30.7% | +30.3% |
| YTD | +65.3% | -12.9% | +78.1% | +71.1% |
| 1Y | +113.0% | +36.2% | +76.8% | +107.3% |
| All | +113.0% | +42.5% | +70.5% | +107.3% |
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