+1,197.0%
VST vs LUMN
-55.8%
+1,252.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.0% | -1.4% | +3.4% | +2.2% |
| 30D | +1.5% | +6.7% | -5.3% | +0.4% |
| 3M | +6.3% | -17.6% | +23.8% | +9.0% |
| 6M | -10.3% | +1.6% | -11.9% | -11.5% |
| YTD | -8.6% | -12.4% | +3.8% | -8.6% |
| 1Y | -29.3% | +10.9% | -40.3% | -32.3% |
| 3Y | +344.9% | +379.6% | -34.7% | +218.8% |
| 5Y | +774.8% | -38.0% | +812.8% | +782.8% |
| All | +1,197.0% | -55.8% | +1,252.8% | +1,129.0% |
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