+406.6%
LUMN vs VT
+74.2%
+332.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | -0.1% |
| 7D | +2.5% | -1.1% | +3.6% | +5.1% |
| 30D | +10.3% | -1.0% | +11.3% | +13.0% |
| 3M | -18.3% | +3.2% | -21.4% | -23.6% |
| 6M | +4.4% | +12.5% | -8.1% | -18.8% |
| YTD | -10.7% | +14.1% | -24.7% | -31.9% |
| 1Y | +14.0% | +18.9% | -4.9% | -19.7% |
| 3Y | +406.6% | +74.1% | +332.5% | +65.6% |
| All | +406.6% | +74.2% | +332.3% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling