-21.2%
LUMA price history and return analytics
-0.1%
-21.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.2% | +4.4% |
| 7D | +5.9% | -0.7% | +6.6% | +9.5% |
| 30D | -23.6% | -1.7% | -21.8% | -16.9% |
| 3M | -23.3% | -2.3% | -21.0% | -14.2% |
| All | -21.2% | -0.1% | -21.1% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 6mo: compounded portfolio wealth divided by compounded VT 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…
6mo analysis · Full analysis span regression · Available span rolling