+61.8%
VNQ vs LUMN
-55.8%
+117.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -1.3% | +2.5% | -3.8% | -1.5% |
| 30D | -2.6% | +10.3% | -12.9% | -3.5% |
| 3M | -2.0% | -18.3% | +16.2% | -0.7% |
| 6M | +4.3% | +4.4% | 0.0% | +2.8% |
| YTD | +9.2% | -10.7% | +19.9% | +8.2% |
| 1Y | +5.6% | +14.0% | -8.3% | +1.0% |
| 3Y | +30.8% | +406.6% | -375.7% | -9.5% |
| 5Y | +8.0% | -36.8% | +44.8% | +5.0% |
| All | +61.8% | -55.8% | +117.6% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling