+16.9%
NYT vs LUMN
+41.9%
-25.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | +0.3% | +4.1% | -3.7% | +0.2% |
| 30D | +7.0% | +6.4% | +0.5% | +6.8% |
| 3M | -7.9% | -26.3% | +18.4% | -7.6% |
| 6M | -15.0% | +0.3% | -15.3% | -14.8% |
| YTD | -1.3% | -14.5% | +13.3% | -0.1% |
| 1Y | +16.9% | +29.7% | -12.8% | +18.2% |
| All | +16.9% | +41.9% | -25.0% | +18.2% |
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 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