+80.6%
VTV vs LUMN
-37.8%
+118.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -1.1% | +2.5% | -3.6% | -1.2% |
| 30D | -1.0% | +10.3% | -11.4% | -1.6% |
| 3M | +4.6% | -18.3% | +22.9% | +5.5% |
| 6M | +13.5% | +4.4% | +9.1% | +12.7% |
| YTD | +18.5% | -10.7% | +29.2% | +18.0% |
| 1Y | +22.9% | +14.0% | +8.9% | +20.1% |
| 3Y | +67.8% | +406.6% | -338.7% | +38.9% |
| All | +80.6% | -37.8% | +118.5% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling