-38.7%
LUMN vs VIG
+615.8%
-654.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.1% |
| 7D | +2.5% | -1.1% | +3.6% | +3.7% |
| 30D | +10.3% | -2.7% | +13.1% | +13.6% |
| 3M | -18.3% | +2.5% | -20.8% | -20.6% |
| 6M | +4.4% | +9.2% | -4.9% | -4.6% |
| YTD | -10.7% | +9.8% | -20.5% | -18.3% |
| 1Y | +14.0% | +12.4% | +1.6% | +1.9% |
| 3Y | +406.6% | +55.9% | +350.7% | +240.3% |
| 5Y | -36.8% | +63.9% | -100.7% | -58.7% |
| 10Y | -56.2% | +249.1% | -305.2% | -85.3% |
| All | -38.7% | +615.8% | -654.5% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling