-51.2%
LUMN vs PSLV
-6.2%
-45.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.5% | -2.8% | -5.7% |
| 7D | +4.8% | -4.3% | +9.0% | +5.4% |
| 30D | -16.4% | -16.6% | +0.2% | -14.0% |
| 3M | -33.7% | -24.6% | -9.1% | -30.8% |
| 6M | -51.9% | -42.5% | -9.4% | -48.4% |
| YTD | -46.3% | -31.7% | -14.6% | -46.3% |
| 1Y | -51.2% | -8.7% | -42.6% | -56.5% |
| All | -51.2% | -6.2% | -45.0% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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