+1,718.7%
VSH vs LUMN
+156.1%
+1,562.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.7% |
| 7D | +4.8% | +2.5% | +2.3% | +4.1% |
| 30D | -0.7% | +10.3% | -11.0% | -3.1% |
| 3M | -43.1% | -18.3% | -24.8% | -39.9% |
| 6M | +91.8% | +4.4% | +87.4% | +89.8% |
| YTD | +131.6% | -10.7% | +142.3% | +133.0% |
| 1Y | +118.1% | +14.0% | +104.1% | +103.2% |
| 3Y | +40.9% | +406.6% | -365.7% | -35.5% |
| 5Y | +75.8% | -36.8% | +112.6% | +48.7% |
| 10Y | +193.8% | -56.2% | +250.0% | +144.6% |
| All | +1,718.7% | +156.1% | +1,562.6% | +723.2% |
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