-50.0%
VTRS vs LUMN
-55.8%
+5.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -2.2% | +2.5% | -4.7% | -2.4% |
| 30D | +3.3% | +10.3% | -7.0% | +2.5% |
| 3M | +2.0% | -18.3% | +20.2% | +3.3% |
| 6M | +19.9% | +4.4% | +15.6% | +18.4% |
| YTD | +35.7% | -10.7% | +46.4% | +34.5% |
| 1Y | +68.1% | +14.0% | +54.1% | +61.1% |
| 3Y | +87.1% | +406.6% | -319.5% | +30.4% |
| 5Y | +47.6% | -36.8% | +84.4% | +47.6% |
| All | -50.0% | -55.8% | +5.8% | -53.0% |
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 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