+179.7%
VXUS vs LUMN
-58.5%
+238.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | -0.5% | +10.3% | -10.8% | -1.4% |
| 3M | +2.6% | -18.3% | +20.8% | +4.2% |
| 6M | +10.9% | +4.4% | +6.5% | +9.6% |
| YTD | +16.1% | -10.7% | +26.8% | +15.5% |
| 1Y | +22.3% | +14.0% | +8.3% | +17.8% |
| 3Y | +72.0% | +406.6% | -334.6% | +21.9% |
| 5Y | +54.1% | -36.8% | +90.9% | +53.4% |
| 10Y | +149.3% | -56.2% | +205.5% | +145.3% |
| All | +179.7% | -58.5% | +238.2% | +134.0% |
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