-63.5%
LUMN vs VCLT
-3.1%
-60.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -18.2% | +0.3% | -18.5% | -18.7% |
| 30D | -32.5% | +3.7% | -36.1% | -36.9% |
| 3M | -32.4% | -1.0% | -31.4% | -31.1% |
| 6M | -59.3% | -3.4% | -56.0% | -55.8% |
| YTD | -48.6% | -2.6% | -46.0% | -44.8% |
| 1Y | -63.5% | -3.3% | -60.3% | -60.5% |
| All | -63.5% | -3.1% | -60.4% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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