-100.0%
VIVK vs LUMN
-63.6%
-36.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +0.3% | +33.9% | +34.1% |
| 7D | -42.9% | -18.2% | -24.7% | -40.2% |
| 30D | -88.6% | -32.5% | -56.1% | -87.7% |
| 3M | -97.7% | -32.4% | -65.3% | -97.5% |
| 6M | -99.9% | -59.3% | -40.6% | -99.9% |
| YTD | -99.9% | -48.6% | -51.3% | -99.9% |
| 1Y | -100.0% | -63.5% | -36.5% | -100.0% |
| All | -100.0% | -63.6% | -36.4% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling