-39.9%
LUMN vs VSXY
+37.5%
-77.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +10.3% | -18.7% | +29.0% | +15.1% |
| 3M | -18.3% | -4.0% | -14.3% | -18.2% |
| 6M | +4.4% | +67.5% | -63.1% | -11.3% |
| YTD | -10.7% | +39.7% | -50.3% | -21.3% |
| 1Y | +14.0% | +180.0% | -166.0% | -16.7% |
| 3Y | +406.6% | +337.3% | +69.3% | +207.0% |
| 5Y | -36.8% | +22.7% | -59.5% | -55.3% |
| All | -39.9% | +37.5% | -77.4% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling