+152.0%
QQQM vs LUMN
-18.0%
+170.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | -0.6% | +2.5% | -3.1% | -0.7% |
| 30D | -1.2% | +10.3% | -11.5% | -1.9% |
| 3M | -0.1% | -18.3% | +18.2% | +1.0% |
| 6M | +18.0% | +4.4% | +13.6% | +17.2% |
| YTD | +16.7% | -10.7% | +27.4% | +16.4% |
| 1Y | +23.0% | +14.0% | +9.1% | +20.6% |
| 3Y | +93.3% | +406.6% | -313.2% | +65.8% |
| 5Y | +96.3% | -36.8% | +133.1% | +106.9% |
| All | +152.0% | -18.0% | +170.0% | +163.5% |
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