-100.0%
SQQQ vs LUMN
-44.1%
-55.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.0% |
| 7D | +1.8% | +2.5% | -0.7% | +2.6% |
| 30D | +4.2% | +10.3% | -6.2% | +8.0% |
| 3M | -3.3% | -18.3% | +15.0% | -7.1% |
| 6M | -43.6% | +4.4% | -48.0% | -39.4% |
| YTD | -41.9% | -10.7% | -31.2% | -38.5% |
| 1Y | -50.6% | +14.0% | -64.6% | -41.3% |
| 3Y | -89.3% | +406.6% | -495.9% | -69.2% |
| 5Y | -94.8% | -36.8% | -58.0% | -94.8% |
| 10Y | -100.0% | -56.2% | -43.8% | -100.0% |
| All | -100.0% | -44.1% | -55.9% | -100.0% |
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 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