+543.1%
VEEV vs LUMN
-55.8%
+598.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -4.6% | +2.5% | -7.1% | -4.8% |
| 30D | +8.6% | +10.3% | -1.7% | +7.9% |
| 3M | +62.4% | -18.3% | +80.7% | +64.2% |
| 6M | +40.3% | +4.4% | +35.9% | +38.6% |
| YTD | +17.5% | -10.7% | +28.2% | +16.8% |
| 1Y | -6.1% | +14.0% | -20.1% | -9.1% |
| 3Y | +16.7% | +406.6% | -389.9% | -9.9% |
| 5Y | -13.3% | -36.8% | +23.5% | -15.1% |
| All | +543.1% | -55.8% | +598.9% | +469.9% |
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