+1,208.7%
VST vs LUMN
-55.0%
+1,263.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -0.6% | +2.5% | -3.1% | -1.0% |
| 30D | +1.2% | +10.3% | -9.2% | -0.4% |
| 3M | +1.5% | -18.3% | +19.8% | +4.2% |
| 6M | -6.5% | +4.4% | -10.9% | -8.1% |
| YTD | -7.8% | -10.7% | +2.9% | -8.0% |
| 1Y | -26.9% | +14.0% | -40.9% | -30.2% |
| 3Y | +353.9% | +406.6% | -52.7% | +222.3% |
| 5Y | +782.7% | -36.8% | +819.5% | +788.3% |
| All | +1,208.7% | -55.0% | +1,263.7% | +1,136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling