+1,818.3%
NXPI vs LUMN
-47.9%
+1,866.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.2% |
| 7D | +3.9% | +2.5% | +1.3% | +3.5% |
| 30D | +1.4% | +10.3% | -9.0% | -0.3% |
| 3M | -21.5% | -18.3% | -3.3% | -19.3% |
| 6M | +19.4% | +4.4% | +15.0% | +17.6% |
| YTD | +9.9% | -10.7% | +20.6% | +9.4% |
| 1Y | +7.9% | +14.0% | -6.1% | +2.0% |
| 3Y | +22.7% | +406.6% | -383.9% | -28.3% |
| 5Y | +22.1% | -36.8% | +58.9% | +21.2% |
| 10Y | +229.9% | -56.2% | +286.1% | +220.9% |
| All | +1,818.3% | -47.9% | +1,866.2% | +941.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling