+406.6%
LUMN vs PSLV
+165.9%
+240.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +2.5% | -3.5% | +6.0% | +3.1% |
| 30D | +10.3% | -2.1% | +12.5% | +10.7% |
| 3M | -18.3% | -1.6% | -16.6% | -18.2% |
| 6M | +4.4% | -25.5% | +29.9% | +7.8% |
| YTD | -10.7% | -11.4% | +0.7% | -13.3% |
| 1Y | +14.0% | +48.6% | -34.6% | -2.7% |
| 3Y | +406.6% | +166.9% | +239.7% | +241.7% |
| All | +406.6% | +165.9% | +240.7% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling