+566.9%
VTRS vs LUMN
+156.1%
+410.8%
-88.7%
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 | -2.2% | +2.5% | -4.7% | -2.5% |
| 30D | +3.3% | +10.3% | -7.0% | +1.9% |
| 3M | +2.0% | -18.3% | +20.2% | +4.2% |
| 6M | +19.9% | +4.4% | +15.6% | +17.4% |
| YTD | +35.7% | -10.7% | +46.4% | +33.6% |
| 1Y | +68.1% | +14.0% | +54.1% | +57.0% |
| 3Y | +87.1% | +406.6% | -319.5% | +10.4% |
| 5Y | +47.6% | -36.8% | +84.4% | +30.2% |
| 10Y | -48.2% | -56.2% | +8.0% | -54.8% |
| All | +566.9% | +156.1% | +410.8% | +290.5% |
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