+36.2%
LUMN vs VIG
+16.9%
+19.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -0.9% |
| 7D | +12.1% | -0.4% | +12.5% | +13.3% |
| 30D | +11.3% | -1.0% | +12.3% | +14.0% |
| 3M | -31.6% | +2.8% | -34.4% | -36.9% |
| 6M | -2.7% | +8.2% | -10.9% | -21.6% |
| YTD | -12.9% | +11.0% | -23.9% | -32.8% |
| 1Y | +36.2% | +16.1% | +20.1% | -6.3% |
| All | +36.2% | +16.9% | +19.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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