+379.1%
V vs LUMN
-55.8%
+434.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | -1.2% | +2.5% | -3.7% | -1.4% |
| 30D | +3.1% | +10.3% | -7.3% | +2.3% |
| 3M | +16.3% | -18.3% | +34.6% | +17.6% |
| 6M | +20.4% | +4.4% | +16.0% | +18.9% |
| YTD | +6.3% | -10.7% | +16.9% | +5.4% |
| 1Y | +8.7% | +14.0% | -5.2% | +4.9% |
| 3Y | +53.3% | +406.6% | -353.3% | +15.7% |
| 5Y | +71.1% | -36.8% | +107.9% | +75.5% |
| All | +379.1% | -55.8% | +434.9% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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