-56.5%
LUMN vs VCLT
+17.1%
-73.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.5% | -1.4% | +3.9% | +3.1% |
| 30D | +10.3% | -1.2% | +11.5% | +10.9% |
| 3M | -18.3% | -4.8% | -13.5% | -16.5% |
| 6M | +4.4% | -2.6% | +6.9% | +5.8% |
| YTD | -10.7% | -3.3% | -7.3% | -9.1% |
| 1Y | +14.0% | -4.8% | +18.8% | +16.5% |
| 3Y | +406.6% | +11.5% | +395.0% | +387.3% |
| 5Y | -36.8% | -17.0% | -19.8% | -35.4% |
| All | -56.5% | +17.1% | -73.5% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling