+14.0%
LUMN vs VLTO
-11.2%
+25.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.0% |
| 7D | +2.5% | -2.3% | +4.8% | +2.3% |
| 30D | +10.3% | -2.7% | +13.0% | +10.1% |
| 3M | -18.3% | +14.0% | -32.3% | -19.5% |
| 6M | +4.4% | +3.3% | +1.1% | +6.6% |
| YTD | -10.7% | -5.4% | -5.3% | -2.8% |
| 1Y | +14.0% | -13.3% | +27.2% | +28.3% |
| All | +14.0% | -11.2% | +25.1% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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