-48.7%
LUMN vs SOXQ
+286.7%
-335.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.9% |
| 7D | +2.5% | +0.8% | +1.8% | +2.0% |
| 30D | +10.3% | -4.6% | +14.9% | +13.2% |
| 3M | -18.3% | -10.2% | -8.1% | -14.2% |
| 6M | +4.4% | +49.7% | -45.3% | -18.2% |
| YTD | -10.7% | +67.2% | -77.9% | -33.5% |
| 1Y | +14.0% | +98.0% | -84.0% | -21.0% |
| 3Y | +406.6% | +237.2% | +169.4% | +171.1% |
| 5Y | -36.8% | +261.3% | -298.1% | -68.4% |
| All | -48.7% | +286.7% | -335.4% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling