+129.7%
VTR vs LUMN
+385.3%
-255.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -0.3% | +2.5% | -2.8% | -0.4% |
| 30D | +1.1% | +10.3% | -9.2% | +0.8% |
| 3M | +7.9% | -18.3% | +26.2% | +8.4% |
| 6M | +6.2% | +4.4% | +1.8% | +5.5% |
| YTD | +17.7% | -10.7% | +28.4% | +17.2% |
| 1Y | +32.9% | +14.0% | +18.9% | +30.3% |
| 3Y | +129.7% | +406.6% | -276.9% | +86.1% |
| All | +129.7% | +385.3% | -255.6% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling