+36.2%
LUMN vs VYM
+21.4%
+14.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.1% |
| 7D | +12.1% | 0.0% | +12.1% | +12.2% |
| 30D | +11.3% | -0.5% | +11.9% | +12.8% |
| 3M | -31.6% | +3.0% | -34.6% | -36.2% |
| 6M | -2.7% | +8.2% | -10.9% | -19.2% |
| YTD | -12.9% | +15.8% | -28.7% | -33.5% |
| 1Y | +36.2% | +20.8% | +15.4% | +1.1% |
| All | +36.2% | +21.4% | +14.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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