+36.2%
LUMN vs SOXQ
+111.3%
-75.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.4% | -4.8% |
| 7D | +12.1% | +2.3% | +9.7% | +9.8% |
| 30D | +11.3% | -2.3% | +13.6% | +13.0% |
| 3M | -31.6% | -13.8% | -17.9% | -24.4% |
| 6M | -2.7% | +48.6% | -51.3% | -45.3% |
| YTD | -12.9% | +66.0% | -78.9% | -57.3% |
| 1Y | +36.2% | +107.9% | -71.7% | -49.2% |
| All | +36.2% | +111.3% | -75.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 1y: compounded portfolio wealth divided by compounded SOXQ 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…
1y analysis · Full analysis span regression · 6 months rolling