+174.6%
QLD vs LUMN
+385.3%
-210.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -1.2% | +2.5% | -3.8% | -1.5% |
| 30D | -3.0% | +10.3% | -13.3% | -4.2% |
| 3M | -2.8% | -18.3% | +15.5% | -0.8% |
| 6M | +32.0% | +4.4% | +27.6% | +31.1% |
| YTD | +27.3% | -10.7% | +38.0% | +27.5% |
| 1Y | +37.9% | +14.0% | +24.0% | +34.7% |
| 3Y | +174.6% | +406.6% | -231.9% | +144.1% |
| All | +174.6% | +385.3% | -210.7% | +144.1% |
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