+321.7%
VWO vs LUMN
-32.6%
+354.3%
-67.7%
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% | +0.4% |
| 7D | -1.8% | +2.5% | -4.3% | -2.1% |
| 30D | -0.1% | +10.3% | -10.4% | -1.6% |
| 3M | +2.2% | -18.3% | +20.5% | +4.6% |
| 6M | +8.8% | +4.4% | +4.4% | +6.8% |
| YTD | +12.4% | -10.7% | +23.1% | +11.3% |
| 1Y | +15.6% | +14.0% | +1.6% | +8.8% |
| 3Y | +62.5% | +406.6% | -344.0% | -7.4% |
| 5Y | +34.3% | -36.8% | +71.1% | +26.4% |
| 10Y | +114.8% | -56.2% | +171.0% | +94.8% |
| All | +321.7% | -32.6% | +354.3% | +179.3% |
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