-5.8%
OSCR vs LUMN
-38.0%
+32.2%
-94.2%
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% | +0.4% |
| 7D | +1.6% | +2.5% | -0.9% | +1.3% |
| 30D | +10.7% | +10.3% | +0.3% | +9.6% |
| 3M | +13.4% | -18.3% | +31.6% | +15.1% |
| 6M | +144.6% | +4.4% | +140.2% | +140.5% |
| YTD | +128.0% | -10.7% | +138.7% | +125.8% |
| 1Y | +68.7% | +14.0% | +54.7% | +61.1% |
| 3Y | +398.8% | +406.6% | -7.8% | +235.6% |
| 5Y | +87.3% | -36.8% | +124.1% | +114.5% |
| All | -5.8% | -38.0% | +32.2% | +11.1% |
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