-8.4%
QXO vs LUMN
-56.8%
+48.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -7.8% | +2.5% | -10.3% | -7.9% |
| 30D | -18.1% | +10.3% | -28.4% | -18.4% |
| 3M | -25.8% | -18.3% | -7.5% | -25.3% |
| 6M | -41.7% | +4.4% | -46.1% | -41.8% |
| YTD | -36.2% | -10.7% | -25.5% | -36.2% |
| 1Y | -42.1% | +14.0% | -56.1% | -42.4% |
| 3Y | -46.2% | +406.6% | -452.7% | -50.5% |
| 5Y | -70.7% | -36.8% | -33.9% | -66.0% |
| 10Y | +36.5% | -56.2% | +92.7% | +55.5% |
| All | -8.4% | -56.8% | +48.4% | +9.7% |
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