+41.6%
NYT vs LUMN
-37.8%
+79.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -0.6% | +2.5% | -3.1% | -0.7% |
| 30D | +4.6% | +10.3% | -5.8% | +4.1% |
| 3M | -9.6% | -18.3% | +8.7% | -9.0% |
| 6M | -14.0% | +4.4% | -18.4% | -14.5% |
| YTD | -2.8% | -10.7% | +7.8% | -3.0% |
| 1Y | +15.6% | +14.0% | +1.6% | +13.4% |
| 3Y | +56.3% | +406.6% | -350.3% | +36.3% |
| All | +41.6% | -37.8% | +79.4% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling