-50.6%
SQQQ vs LUMN
+11.9%
-62.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -1.9% |
| 7D | +1.8% | +2.5% | -0.7% | +2.8% |
| 30D | +4.2% | +10.3% | -6.2% | +8.6% |
| 3M | -3.3% | -18.3% | +15.0% | -7.3% |
| 6M | -43.6% | +4.4% | -48.0% | -39.7% |
| YTD | -41.9% | -10.7% | -31.2% | -38.7% |
| 1Y | -50.6% | +14.0% | -64.6% | -42.6% |
| All | -50.6% | +11.9% | -62.6% | -42.6% |
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