+558.1%
VRT vs LUMN
+385.3%
+172.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.4% |
| 7D | -8.4% | +2.5% | -10.9% | -8.7% |
| 30D | -10.9% | +10.3% | -21.2% | -12.0% |
| 3M | -13.7% | -18.3% | +4.6% | -11.9% |
| 6M | -4.1% | +4.4% | -8.5% | -4.9% |
| YTD | +58.7% | -10.7% | +69.4% | +58.8% |
| 1Y | +89.6% | +14.0% | +75.7% | +85.0% |
| 3Y | +558.1% | +406.6% | +151.6% | +533.0% |
| All | +558.1% | +385.3% | +172.8% | +533.0% |
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