+398.8%
OSCR vs LUMN
+385.3%
+13.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +1.6% | +2.5% | -0.9% | +1.4% |
| 30D | +10.7% | +10.3% | +0.3% | +9.9% |
| 3M | +13.4% | -18.3% | +31.6% | +14.6% |
| 6M | +144.6% | +4.4% | +140.2% | +141.5% |
| YTD | +128.0% | -10.7% | +138.7% | +126.4% |
| 1Y | +68.7% | +14.0% | +54.7% | +63.4% |
| 3Y | +398.8% | +406.6% | -7.8% | +283.0% |
| All | +398.8% | +385.3% | +13.5% | +283.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling