+404.6%
VIAV vs LUMN
-55.8%
+460.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.4% |
| 7D | +11.2% | +2.5% | +8.6% | +10.8% |
| 30D | -10.1% | +10.3% | -20.4% | -11.3% |
| 3M | -22.9% | -18.3% | -4.6% | -20.9% |
| 6M | +28.8% | +4.4% | +24.4% | +27.9% |
| YTD | +117.5% | -10.7% | +128.1% | +117.7% |
| 1Y | +216.1% | +14.0% | +202.1% | +203.1% |
| 3Y | +292.2% | +406.6% | -114.4% | +162.1% |
| 5Y | +141.0% | -36.8% | +177.8% | +131.7% |
| All | +404.6% | -55.8% | +460.4% | +337.9% |
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