+19.3%
VMC vs LUMN
+385.3%
-366.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.8% |
| 7D | -3.8% | +2.5% | -6.3% | -3.8% |
| 30D | -9.7% | +10.3% | -20.0% | -10.0% |
| 3M | -9.6% | -18.3% | +8.6% | -9.2% |
| 6M | -4.8% | +4.4% | -9.2% | -5.1% |
| YTD | -10.9% | -10.7% | -0.2% | -11.0% |
| 1Y | -15.6% | +14.0% | -29.5% | -16.4% |
| 3Y | +19.3% | +406.6% | -387.2% | +15.8% |
| All | +19.3% | +385.3% | -366.0% | +15.8% |
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