-70.4%
PSKY vs LUMN
-37.8%
-32.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.9% |
| 7D | -2.4% | +2.5% | -4.9% | -2.7% |
| 30D | +11.6% | +10.3% | +1.2% | +10.2% |
| 3M | +1.5% | -18.3% | +19.8% | +3.4% |
| 6M | +7.7% | +4.4% | +3.3% | +6.0% |
| YTD | -20.1% | -10.7% | -9.4% | -20.9% |
| 1Y | -38.3% | +14.0% | -52.2% | -41.6% |
| 3Y | -17.7% | +406.6% | -424.3% | -52.3% |
| All | -70.4% | -37.8% | -32.6% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling