+3,102.6%
VMC vs LUMN
+156.1%
+2,946.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.6% |
| 7D | -3.8% | +2.5% | -6.3% | -4.1% |
| 30D | -9.7% | +10.3% | -20.0% | -11.0% |
| 3M | -9.6% | -18.3% | +8.6% | -7.6% |
| 6M | -4.8% | +4.4% | -9.2% | -6.8% |
| YTD | -10.9% | -10.7% | -0.2% | -11.8% |
| 1Y | -15.6% | +14.0% | -29.5% | -20.7% |
| 3Y | +19.3% | +406.6% | -387.2% | -29.1% |
| 5Y | +48.0% | -36.8% | +84.8% | +33.3% |
| 10Y | +155.4% | -56.2% | +211.5% | +126.9% |
| All | +3,102.6% | +156.1% | +2,946.5% | +2,068.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling