+191.9%
QSR vs LUMN
-64.0%
+255.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -4.0% | +2.5% | -6.5% | -4.2% |
| 30D | +2.8% | +10.3% | -7.6% | +2.0% |
| 3M | +5.1% | -18.3% | +23.3% | +6.2% |
| 6M | +8.8% | +4.4% | +4.4% | +7.4% |
| YTD | +14.8% | -10.7% | +25.5% | +13.8% |
| 1Y | +25.7% | +14.0% | +11.8% | +21.1% |
| 3Y | +27.5% | +406.6% | -379.0% | -6.4% |
| 5Y | +41.3% | -36.8% | +78.1% | +39.0% |
| 10Y | +133.8% | -56.2% | +190.0% | +126.6% |
| All | +191.9% | -64.0% | +255.9% | +197.8% |
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