+169.7%
VEA vs LUMN
-52.0%
+221.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -1.5% | +2.5% | -4.0% | -1.8% |
| 30D | -0.8% | +10.3% | -11.2% | -2.2% |
| 3M | +2.5% | -18.3% | +20.7% | +4.7% |
| 6M | +11.1% | +4.4% | +6.8% | +9.3% |
| YTD | +17.2% | -10.7% | +27.9% | +16.1% |
| 1Y | +24.5% | +14.0% | +10.6% | +17.7% |
| 3Y | +75.4% | +406.6% | -331.1% | +5.0% |
| 5Y | +61.1% | -36.8% | +97.9% | +53.9% |
| 10Y | +163.1% | -56.2% | +219.3% | +145.7% |
| All | +169.7% | -52.0% | +221.7% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling