-36.7%
PSKY vs LUMN
-30.1%
-6.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.6% |
| 7D | -2.4% | +2.5% | -4.9% | -3.0% |
| 30D | +11.6% | +10.3% | +1.2% | +8.6% |
| 3M | +1.5% | -18.3% | +19.8% | +5.4% |
| 6M | +7.7% | +4.4% | +3.3% | +3.5% |
| YTD | -20.1% | -10.7% | -9.4% | -22.4% |
| 1Y | -38.3% | +14.0% | -52.2% | -45.9% |
| 3Y | -17.7% | +406.6% | -424.3% | -73.1% |
| 5Y | -69.9% | -36.8% | -33.1% | -75.3% |
| 10Y | -74.7% | -56.2% | -18.5% | -78.9% |
| All | -36.7% | -30.1% | -6.6% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling