+715.9%
VTV vs LUMN
-15.2%
+731.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.1% | +2.5% | -3.6% | -1.4% |
| 30D | -1.0% | +10.3% | -11.4% | -2.5% |
| 3M | +4.6% | -18.3% | +22.9% | +7.0% |
| 6M | +13.5% | +4.4% | +9.1% | +11.1% |
| YTD | +18.5% | -10.7% | +29.2% | +17.0% |
| 1Y | +22.9% | +14.0% | +8.9% | +15.0% |
| 3Y | +67.8% | +406.6% | -338.7% | -4.2% |
| 5Y | +81.8% | -36.8% | +118.6% | +70.5% |
| 10Y | +233.0% | -56.2% | +289.2% | +206.4% |
| All | +715.9% | -15.2% | +731.1% | +459.5% |
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