+950.8%
VTI vs LUMN
-14.4%
+965.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -0.9% | +2.5% | -3.4% | -1.3% |
| 30D | -1.4% | +10.3% | -11.8% | -3.0% |
| 3M | +3.6% | -18.3% | +21.9% | +6.2% |
| 6M | +13.6% | +4.4% | +9.2% | +11.2% |
| YTD | +12.9% | -10.7% | +23.6% | +11.6% |
| 1Y | +17.2% | +14.0% | +3.3% | +9.6% |
| 3Y | +75.7% | +406.6% | -330.9% | -1.0% |
| 5Y | +75.4% | -36.8% | +112.2% | +62.1% |
| 10Y | +303.3% | -56.2% | +359.5% | +264.4% |
| All | +950.8% | -14.4% | +965.2% | +510.2% |
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