-57.6%
LUMN vs VO
+16.3%
-73.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -7.8% |
| 7D | -6.9% | +1.0% | -7.9% | -9.1% |
| 30D | -20.5% | +2.6% | -23.1% | -25.1% |
| 3M | -33.4% | -0.3% | -33.1% | -32.7% |
| 6M | -52.1% | +7.6% | -59.7% | -59.1% |
| YTD | -42.5% | +14.7% | -57.2% | -56.8% |
| 1Y | -57.6% | +16.4% | -74.0% | -68.7% |
| All | -57.6% | +16.3% | -73.9% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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