+1,551.3%
VSAT vs LUMN
+75.3%
+1,476.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | -1.3% | +2.5% | -3.9% | -2.1% |
| 30D | -14.8% | +10.3% | -25.1% | -17.1% |
| 3M | +2.2% | -18.3% | +20.5% | +6.9% |
| 6M | +60.2% | +4.4% | +55.8% | +56.7% |
| YTD | +115.6% | -10.7% | +126.3% | +118.1% |
| 1Y | +132.9% | +14.0% | +118.9% | +116.6% |
| 3Y | +216.1% | +406.6% | -190.5% | +35.2% |
| 5Y | +52.9% | -36.8% | +89.7% | +28.8% |
| 10Y | +3.1% | -56.2% | +59.2% | -13.6% |
| All | +1,551.3% | +75.3% | +1,476.0% | +560.6% |
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