+800.0%
VGT vs LUMN
-55.8%
+855.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -0.2% | +2.5% | -2.7% | -0.4% |
| 30D | -0.4% | +10.3% | -10.8% | -1.5% |
| 3M | +4.4% | -18.3% | +22.7% | +6.3% |
| 6M | +32.1% | +4.4% | +27.7% | +30.7% |
| YTD | +28.8% | -10.7% | +39.5% | +28.4% |
| 1Y | +35.3% | +14.0% | +21.4% | +30.7% |
| 3Y | +124.8% | +406.6% | -281.8% | +65.5% |
| 5Y | +137.9% | -36.8% | +174.7% | +145.9% |
| All | +800.0% | -55.8% | +855.8% | +767.5% |
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 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