+1,243.9%
VUG vs LUMN
-15.2%
+1,259.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -0.5% | +2.5% | -3.0% | -0.8% |
| 30D | -1.0% | +10.3% | -11.3% | -2.4% |
| 3M | +3.5% | -18.3% | +21.8% | +5.9% |
| 6M | +14.2% | +4.4% | +9.8% | +12.2% |
| YTD | +8.5% | -10.7% | +19.2% | +7.6% |
| 1Y | +12.9% | +14.0% | -1.1% | +6.8% |
| 3Y | +85.6% | +406.6% | -320.9% | +14.2% |
| 5Y | +78.1% | -36.8% | +114.9% | +71.5% |
| 10Y | +422.5% | -56.2% | +478.7% | +392.6% |
| All | +1,243.9% | -15.2% | +1,259.0% | +891.9% |
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