-55.1%
LUMN vs VYM
+19.0%
-74.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.0% |
| 7D | -0.8% | +0.1% | -1.0% | -0.6% |
| 30D | -10.8% | +3.0% | -13.8% | -16.4% |
| 3M | -29.1% | -1.0% | -28.0% | -26.9% |
| 6M | -44.5% | +6.4% | -50.8% | -52.3% |
| YTD | -39.4% | +15.9% | -55.3% | -54.2% |
| 1Y | -55.1% | +18.7% | -73.8% | -66.5% |
| All | -55.1% | +19.0% | -74.1% | -66.5% |
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