-95.7%
SNDQ vs LUMN
-26.5%
-69.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -2.0% | -21.8% | -26.9% |
| 7D | -30.8% | +12.1% | -42.9% | -17.4% |
| 30D | -51.7% | +11.3% | -63.1% | -41.6% |
| 3M | -78.0% | -31.6% | -46.4% | -77.8% |
| All | -95.7% | -26.5% | -69.2% | -95.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling