+11.7%
VNQ vs LUMN
-56.8%
+68.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.0% | -9.3% | -0.3% |
| 7D | +2.2% | -0.8% | +3.0% | +2.1% |
| 30D | +7.1% | -10.8% | +17.9% | +7.1% |
| 3M | +0.8% | -29.1% | +29.9% | +1.0% |
| 6M | +2.2% | -44.5% | +46.7% | +2.6% |
| YTD | +12.8% | -39.4% | +52.2% | +11.8% |
| 1Y | +11.7% | -55.1% | +66.8% | +10.5% |
| All | +11.7% | -56.8% | +68.5% | +10.5% |
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