+54,129.3%
QCOM vs LUMN
+231.1%
+53,898.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.5% |
| 7D | +7.8% | +2.5% | +5.3% | +7.3% |
| 30D | +12.2% | +10.3% | +1.9% | +9.9% |
| 3M | -9.9% | -18.3% | +8.4% | -6.5% |
| 6M | +36.9% | +4.4% | +32.6% | +33.5% |
| YTD | +8.0% | -10.7% | +18.7% | +6.5% |
| 1Y | +15.0% | +14.0% | +1.1% | +5.9% |
| 3Y | +75.8% | +406.6% | -330.7% | -16.2% |
| 5Y | +42.2% | -36.8% | +79.0% | +22.4% |
| 10Y | +293.8% | -56.2% | +350.0% | +228.3% |
| All | +54,129.3% | +231.1% | +53,898.2% | +17,926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling