+417.9%
LUMN vs VLTO
+24.3%
+393.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +2.5% | -2.3% | +4.8% | +3.9% |
| 30D | +10.3% | -2.7% | +13.0% | +12.0% |
| 3M | -18.3% | +14.0% | -32.3% | -26.7% |
| 6M | +4.4% | +3.3% | +1.1% | -0.1% |
| YTD | -10.7% | -5.4% | -5.3% | -7.1% |
| 1Y | +14.0% | -13.3% | +27.2% | +27.1% |
| All | +417.9% | +24.3% | +393.6% | +385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling