-44.3%
LUMN vs VYM
+488.1%
-532.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.2% |
| 7D | +2.5% | -0.8% | +3.3% | +3.4% |
| 30D | +10.3% | -2.2% | +12.6% | +13.1% |
| 3M | -18.3% | +3.1% | -21.3% | -20.9% |
| 6M | +4.4% | +9.7% | -5.4% | -4.9% |
| YTD | -10.7% | +14.9% | -25.6% | -22.0% |
| 1Y | +14.0% | +17.6% | -3.6% | -3.0% |
| 3Y | +406.6% | +65.3% | +341.3% | +220.6% |
| 5Y | -36.8% | +78.7% | -115.5% | -61.6% |
| 10Y | -56.2% | +208.2% | -264.4% | -82.9% |
| All | -44.3% | +488.1% | -532.3% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling