-100.0%
VIVK vs LUMN
+11.9%
-111.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.9% | -9.3% | -7.8% |
| 7D | -4.4% | +2.5% | -6.9% | -5.0% |
| 30D | -40.8% | +10.3% | -51.1% | -42.0% |
| 3M | -94.1% | -18.3% | -75.9% | -94.0% |
| 6M | -98.2% | +4.4% | -102.6% | -98.3% |
| YTD | -98.0% | -10.7% | -87.3% | -98.2% |
| 1Y | -100.0% | +14.0% | -113.9% | -100.0% |
| All | -100.0% | +11.9% | -111.9% | -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