-33.5%
VG vs LUMN
+19.2%
-52.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | +9.6% | +2.5% | +7.1% | +9.2% |
| 30D | +15.2% | +10.3% | +4.8% | +13.5% |
| 3M | +24.1% | -18.3% | +42.3% | +26.9% |
| 6M | +27.2% | +4.4% | +22.8% | +21.1% |
| YTD | +132.3% | -10.7% | +143.0% | +122.8% |
| 1Y | +15.7% | +14.0% | +1.7% | -4.4% |
| All | -33.5% | +19.2% | -52.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling