-34.9%
VST vs LUMN
-59.3%
+24.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -5.9% | -7.9% | -12.4% |
| 7D | -15.7% | -6.9% | -8.8% | -14.1% |
| 30D | -17.0% | -20.5% | +3.5% | -12.3% |
| 3M | -15.9% | -33.4% | +17.5% | -8.0% |
| 6M | -25.0% | -52.1% | +27.1% | -12.7% |
| YTD | -25.1% | -42.5% | +17.4% | -17.1% |
| 1Y | -34.9% | -57.6% | +22.7% | -25.5% |
| All | -34.9% | -59.3% | +24.4% | -25.5% |
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