-47.8%
LUMN vs VEU
+188.0%
-235.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.1% |
| 7D | +2.5% | -1.4% | +3.9% | +3.6% |
| 30D | +10.3% | -0.4% | +10.8% | +10.8% |
| 3M | -18.3% | +2.5% | -20.8% | -19.6% |
| 6M | +4.4% | +11.1% | -6.8% | -2.6% |
| YTD | -10.7% | +16.5% | -27.2% | -19.2% |
| 1Y | +14.0% | +22.9% | -9.0% | -0.4% |
| 3Y | +406.6% | +73.4% | +333.2% | +256.0% |
| 5Y | -36.8% | +56.1% | -92.9% | -52.2% |
| 10Y | -56.2% | +153.0% | -209.2% | -75.3% |
| All | -47.8% | +188.0% | -235.8% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 all: compounded portfolio wealth divided by compounded VEU 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…
all analysis · Full analysis span regression · 6 months rolling