-39.9%
LUMN vs VCLT
-17.2%
-22.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.5% | -1.4% | +3.9% | +3.4% |
| 30D | +10.3% | -1.2% | +11.5% | +11.2% |
| 3M | -18.3% | -4.8% | -13.5% | -15.5% |
| 6M | +4.4% | -2.6% | +6.9% | +6.6% |
| YTD | -10.7% | -3.3% | -7.3% | -8.2% |
| 1Y | +14.0% | -4.8% | +18.8% | +18.0% |
| 3Y | +406.6% | +11.5% | +395.0% | +374.7% |
| All | -39.9% | -17.2% | -22.7% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling