+75.8%
QCOM vs LUMN
+385.3%
-309.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.8% |
| 7D | +7.8% | +2.5% | +5.3% | +7.7% |
| 30D | +12.2% | +10.3% | +1.9% | +11.5% |
| 3M | -9.9% | -18.3% | +8.4% | -8.9% |
| 6M | +36.9% | +4.4% | +32.6% | +36.1% |
| YTD | +8.0% | -10.7% | +18.7% | +7.8% |
| 1Y | +15.0% | +14.0% | +1.1% | +13.1% |
| 3Y | +75.8% | +406.6% | -330.7% | +62.8% |
| All | +75.8% | +385.3% | -309.5% | +62.8% |
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