+122.6%
OSCR vs LUMN
-51.5%
+174.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.7% |
| 7D | +1.3% | +2.5% | -1.2% | +1.3% |
| 30D | -9.5% | -10.1% | +0.6% | -9.1% |
| 3M | +0.9% | -36.1% | +37.0% | +3.4% |
| 6M | +31.5% | -56.5% | +87.9% | +36.1% |
| YTD | +116.1% | -47.4% | +163.4% | +120.2% |
| 1Y | +122.6% | -49.6% | +172.2% | +128.8% |
| All | +122.6% | -51.5% | +174.1% | +128.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling