-10.8%
LUMN vs VO
+813.1%
-824.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.2% |
| 7D | +2.5% | -1.5% | +4.0% | +3.9% |
| 30D | +10.3% | -3.0% | +13.4% | +13.4% |
| 3M | -18.3% | +2.8% | -21.1% | -20.0% |
| 6M | +4.4% | +10.9% | -6.6% | -3.7% |
| YTD | -10.7% | +12.5% | -23.1% | -18.0% |
| 1Y | +14.0% | +12.0% | +2.0% | +5.2% |
| 3Y | +406.6% | +56.3% | +350.3% | +277.3% |
| 5Y | -36.8% | +42.9% | -79.7% | -49.2% |
| 10Y | -56.2% | +198.8% | -254.9% | -78.8% |
| All | -10.8% | +813.1% | -824.0% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling