+40.9%
VSH vs LUMN
+385.3%
-344.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.9% |
| 7D | +4.8% | +2.5% | +2.3% | +4.4% |
| 30D | -0.7% | +10.3% | -11.0% | -2.0% |
| 3M | -43.1% | -18.3% | -24.8% | -41.5% |
| 6M | +91.8% | +4.4% | +87.4% | +91.3% |
| YTD | +131.6% | -10.7% | +142.3% | +133.1% |
| 1Y | +118.1% | +14.0% | +104.1% | +113.4% |
| 3Y | +40.9% | +406.6% | -365.7% | +16.8% |
| All | +40.9% | +385.3% | -344.4% | +16.8% |
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