-75.0%
QS vs LUMN
-37.8%
-37.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | -3.6% | +2.5% | -6.2% | -4.1% |
| 30D | -17.2% | +10.3% | -27.6% | -18.7% |
| 3M | -27.0% | -18.3% | -8.7% | -24.7% |
| 6M | -24.6% | +4.4% | -28.9% | -24.7% |
| YTD | -49.3% | -10.7% | -38.6% | -48.8% |
| 1Y | -40.3% | +14.0% | -54.3% | -42.4% |
| 3Y | -23.8% | +406.6% | -430.4% | -57.9% |
| All | -75.0% | -37.8% | -37.2% | -64.3% |
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