-100.0%
QID vs LUMN
-37.8%
-62.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.3% |
| 7D | +1.3% | +2.5% | -1.2% | +2.0% |
| 30D | +2.9% | +10.3% | -7.4% | +6.1% |
| 3M | -0.7% | -18.3% | +17.5% | -4.4% |
| 6M | -29.7% | +4.4% | -34.0% | -25.9% |
| YTD | -27.9% | -10.7% | -17.2% | -25.2% |
| 1Y | -34.6% | +14.0% | -48.5% | -25.3% |
| 3Y | -73.5% | +406.6% | -480.1% | -35.4% |
| 5Y | -81.0% | -36.8% | -44.2% | -81.0% |
| 10Y | -99.2% | -56.2% | -43.0% | -99.1% |
| All | -100.0% | -37.8% | -62.2% | -100.0% |
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