-55.5%
LUMN vs PSLV
+109.5%
-165.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +2.5% | -3.5% | +6.0% | +3.0% |
| 30D | +10.3% | -2.1% | +12.5% | +10.6% |
| 3M | -18.3% | -1.6% | -16.6% | -18.2% |
| 6M | +4.4% | -25.5% | +29.9% | +7.6% |
| YTD | -10.7% | -11.4% | +0.7% | -11.4% |
| 1Y | +14.0% | +48.6% | -34.6% | +5.4% |
| 3Y | +406.6% | +166.9% | +239.7% | +333.3% |
| 5Y | -36.8% | +152.4% | -189.2% | -45.9% |
| 10Y | -56.2% | +187.8% | -244.0% | -63.8% |
| All | -55.5% | +109.5% | -165.0% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling