+8,856.8%
QLD vs LUMN
-37.6%
+8,894.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.6% | -1.4% | -1.2% | -2.3% |
| 30D | -3.3% | +6.7% | -10.0% | -5.2% |
| 3M | +1.8% | -17.6% | +19.4% | +6.7% |
| 6M | +29.7% | +1.6% | +28.1% | +27.4% |
| YTD | +25.1% | -12.4% | +37.5% | +24.9% |
| 1Y | +37.1% | +10.9% | +26.2% | +25.4% |
| 3Y | +176.3% | +379.6% | -203.2% | +4.7% |
| 5Y | +121.0% | -38.0% | +158.9% | +105.6% |
| 10Y | +1,688.7% | -57.0% | +1,745.7% | +1,502.0% |
| All | +8,856.8% | -37.6% | +8,894.4% | +4,858.7% |
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