-68.5%
VFC vs LUMN
-55.8%
-12.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.4% | +4.0% |
| 7D | -1.4% | +2.5% | -3.9% | -1.9% |
| 30D | -9.0% | +10.3% | -19.3% | -11.0% |
| 3M | -24.2% | -18.3% | -5.9% | -21.6% |
| 6M | -18.5% | +4.4% | -22.9% | -20.6% |
| YTD | -25.9% | -10.7% | -15.2% | -26.8% |
| 1Y | -13.0% | +14.0% | -26.9% | -20.6% |
| 3Y | -20.3% | +406.6% | -426.9% | -59.3% |
| 5Y | -78.1% | -36.8% | -41.3% | -81.3% |
| All | -68.5% | -55.8% | -12.7% | -75.7% |
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