+96.3%
VTR vs LUMN
-55.8%
+152.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -0.3% | +2.5% | -2.8% | -0.5% |
| 30D | +1.1% | +10.3% | -9.2% | +0.1% |
| 3M | +7.9% | -18.3% | +26.2% | +9.4% |
| 6M | +6.2% | +4.4% | +1.8% | +4.4% |
| YTD | +17.7% | -10.7% | +28.4% | +16.4% |
| 1Y | +32.9% | +14.0% | +18.9% | +26.3% |
| 3Y | +129.7% | +406.6% | -276.9% | +49.1% |
| 5Y | +89.3% | -36.8% | +126.1% | +84.3% |
| All | +96.3% | -55.8% | +152.1% | +72.3% |
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