+25.4%
VTEB vs LUMN
-49.5%
+74.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | +0.3% |
| 7D | -0.9% | +2.5% | -3.4% | -0.9% |
| 30D | -2.5% | +10.3% | -12.8% | -2.5% |
| 3M | -3.0% | -18.3% | +15.3% | -2.9% |
| 6M | -2.1% | +4.4% | -6.5% | -2.2% |
| YTD | -1.5% | -10.7% | +9.2% | -1.5% |
| 1Y | +0.2% | +14.0% | -13.8% | 0.0% |
| 3Y | +8.6% | +406.6% | -398.0% | +6.7% |
| 5Y | +1.2% | -36.8% | +38.0% | +0.7% |
| 10Y | +18.1% | -56.2% | +74.2% | +16.7% |
| All | +25.4% | -49.5% | +74.8% | +24.7% |
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