-20.9%
VST vs LUMN
+42.5%
-63.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.0% |
| 7D | +8.9% | +12.1% | -3.2% | +6.0% |
| 30D | +6.2% | +11.3% | -5.1% | +3.4% |
| 3M | -2.7% | -31.6% | +28.9% | +5.1% |
| 6M | -8.4% | -2.7% | -5.6% | -10.0% |
| YTD | -7.2% | -12.9% | +5.7% | -7.2% |
| 1Y | -20.9% | +36.2% | -57.1% | -34.4% |
| All | -20.9% | +42.5% | -63.4% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling