+86.7%
IONQ vs LUMN
+385.3%
-298.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.7% |
| 7D | -7.0% | +2.5% | -9.5% | -7.6% |
| 30D | -18.7% | +10.3% | -29.0% | -20.5% |
| 3M | -36.6% | -18.3% | -18.4% | -34.1% |
| 6M | +7.2% | +4.4% | +2.9% | +7.1% |
| YTD | -18.1% | -10.7% | -7.4% | -16.5% |
| 1Y | -21.9% | +14.0% | -35.8% | -24.5% |
| 3Y | +86.7% | +406.6% | -319.8% | +28.3% |
| All | +86.7% | +385.3% | -298.6% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling