+0.9%
VMC vs LUMN
-62.6%
+63.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.0% | +6.9% | -3.2% |
| 7D | +1.9% | -16.9% | +18.8% | +3.3% |
| 30D | +14.7% | -32.7% | +47.4% | +18.1% |
| 3M | -0.3% | -34.5% | +34.3% | +2.7% |
| 6M | -1.7% | -56.9% | +55.2% | +4.9% |
| YTD | +0.7% | -48.8% | +49.5% | +3.8% |
| 1Y | +0.9% | -63.4% | +64.2% | +4.6% |
| All | +0.9% | -62.6% | +63.5% | +4.6% |
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