+40.9%
QSR vs LUMN
-37.8%
+78.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -4.0% | +2.5% | -6.5% | -4.1% |
| 30D | +2.8% | +10.3% | -7.6% | +2.4% |
| 3M | +5.1% | -18.3% | +23.3% | +5.7% |
| 6M | +8.8% | +4.4% | +4.4% | +8.0% |
| YTD | +14.8% | -10.7% | +25.5% | +14.2% |
| 1Y | +25.7% | +14.0% | +11.8% | +23.1% |
| 3Y | +27.5% | +406.6% | -379.0% | +6.4% |
| All | +40.9% | -37.8% | +78.7% | +51.0% |
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 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