-63.5%
LUMN vs VSXY
+192.0%
-255.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | -18.2% | +11.8% | -30.1% | -19.2% |
| 30D | -32.5% | +25.9% | -58.4% | -34.1% |
| 3M | -32.4% | +15.5% | -47.9% | -33.5% |
| 6M | -59.3% | +109.7% | -169.1% | -63.3% |
| YTD | -48.6% | +99.5% | -148.1% | -53.8% |
| 1Y | -63.5% | +197.5% | -261.0% | -66.7% |
| All | -63.5% | +192.0% | -255.6% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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