+195.0%
VLO vs LUMN
+385.3%
-190.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | +5.3% | +2.5% | +2.8% | +5.2% |
| 30D | +18.2% | +10.3% | +7.9% | +17.8% |
| 3M | +53.3% | -18.3% | +71.6% | +54.2% |
| 6M | +70.4% | +4.4% | +66.1% | +69.1% |
| YTD | +143.4% | -10.7% | +154.1% | +141.8% |
| 1Y | +153.0% | +14.0% | +139.0% | +147.6% |
| 3Y | +195.0% | +406.6% | -211.6% | +165.1% |
| All | +195.0% | +385.3% | -190.4% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling