-36.2%
SQQQ vs LUMN
-55.5%
+19.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | -1.6% |
| 7D | -17.4% | +4.8% | -22.2% | -15.2% |
| 30D | +20.4% | -16.4% | +36.9% | +14.3% |
| 3M | +11.2% | -33.7% | +44.9% | -2.8% |
| 6M | -2.6% | -51.9% | +49.3% | -21.9% |
| YTD | -37.9% | -46.3% | +8.4% | -45.2% |
| 1Y | -36.2% | -51.2% | +15.0% | -45.0% |
| All | -36.2% | -55.5% | +19.3% | -45.0% |
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 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 · 6 months rolling