-81.0%
QID vs LUMN
-37.8%
-43.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.5% |
| 7D | +1.3% | +2.5% | -1.2% | +1.7% |
| 30D | +2.9% | +10.3% | -7.4% | +4.6% |
| 3M | -0.7% | -18.3% | +17.5% | -2.6% |
| 6M | -29.7% | +4.4% | -34.0% | -27.7% |
| YTD | -27.9% | -10.7% | -17.2% | -26.3% |
| 1Y | -34.6% | +14.0% | -48.5% | -29.9% |
| 3Y | -73.5% | +406.6% | -480.1% | -60.1% |
| All | -81.0% | -37.8% | -43.2% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling