-56.5%
LUMN vs VIG
+250.0%
-306.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +0.9% |
| 7D | +2.5% | -1.1% | +3.6% | +4.0% |
| 30D | +10.3% | -2.7% | +13.1% | +14.5% |
| 3M | -18.3% | +2.5% | -20.8% | -21.2% |
| 6M | +4.4% | +9.2% | -4.9% | -7.0% |
| YTD | -10.7% | +9.8% | -20.5% | -20.4% |
| 1Y | +14.0% | +12.4% | +1.6% | -1.3% |
| 3Y | +406.6% | +55.9% | +350.7% | +207.5% |
| 5Y | -36.8% | +63.9% | -100.7% | -63.0% |
| All | -56.5% | +250.0% | -306.5% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling