-56.5%
LUMN vs VT
+229.8%
-286.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.7% |
| 7D | +2.5% | -1.1% | +3.6% | +4.0% |
| 30D | +10.3% | -1.0% | +11.3% | +11.9% |
| 3M | -18.3% | +3.2% | -21.4% | -21.2% |
| 6M | +4.4% | +12.5% | -8.1% | -8.9% |
| YTD | -10.7% | +14.1% | -24.7% | -22.8% |
| 1Y | +14.0% | +18.9% | -4.9% | -5.7% |
| 3Y | +406.6% | +74.1% | +332.5% | +184.4% |
| 5Y | -36.8% | +66.9% | -103.7% | -62.7% |
| All | -56.5% | +229.8% | -286.2% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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