+100.5%
PSA vs LUMN
-55.8%
+156.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -1.8% | +2.5% | -4.3% | -2.0% |
| 30D | -8.4% | +10.3% | -18.7% | -8.9% |
| 3M | -7.8% | -18.3% | +10.4% | -7.0% |
| 6M | +0.8% | +4.4% | -3.6% | -0.2% |
| YTD | +16.5% | -10.7% | +27.2% | +15.8% |
| 1Y | +4.7% | +14.0% | -9.2% | +1.7% |
| 3Y | +21.1% | +406.6% | -385.5% | -4.7% |
| 5Y | +14.2% | -36.8% | +51.0% | +10.8% |
| All | +100.5% | -55.8% | +156.3% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling