+588.7%
VLO vs LUMN
-37.8%
+626.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.6% |
| 3M | +53.3% | -18.3% | +71.6% | +54.6% |
| 6M | +70.4% | +4.4% | +66.1% | +68.6% |
| YTD | +143.4% | -10.7% | +154.1% | +141.4% |
| 1Y | +153.0% | +14.0% | +139.0% | +145.8% |
| 3Y | +195.0% | +406.6% | -211.6% | +140.2% |
| All | +588.7% | -37.8% | +626.5% | +678.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling