-16.3%
QID vs LUMN
-63.6%
+47.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +9.4% | -18.2% | +27.6% | +4.3% |
| 30D | +31.2% | -32.5% | +63.7% | +19.5% |
| 3M | +17.4% | -32.4% | +49.8% | +7.7% |
| 6M | +8.4% | -59.3% | +67.7% | -10.2% |
| YTD | -15.8% | -48.6% | +32.9% | -24.4% |
| 1Y | -16.3% | -63.5% | +47.2% | -28.9% |
| All | -16.3% | -63.6% | +47.3% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling