+406.6%
LUMN vs VSXY
+352.7%
+53.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +15.2% |
| 3M | -18.3% | -4.0% | -14.3% | -18.2% |
| 6M | +4.4% | +67.5% | -63.1% | -12.1% |
| YTD | -10.7% | +39.7% | -50.3% | -21.8% |
| 1Y | +14.0% | +180.0% | -166.0% | -19.2% |
| 3Y | +406.6% | +337.3% | +69.3% | +169.7% |
| All | +406.6% | +352.7% | +53.8% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling