+28.5%
OUST vs LUMN
+42.5%
-14.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.8% |
| 7D | +5.2% | +12.1% | -6.9% | -1.4% |
| 30D | -19.3% | +11.3% | -30.6% | -24.4% |
| 3M | -22.6% | -31.6% | +9.0% | -5.2% |
| 6M | +62.8% | -2.7% | +65.5% | +73.7% |
| YTD | +68.3% | -12.9% | +81.2% | +82.6% |
| 1Y | +28.5% | +36.2% | -7.7% | +10.4% |
| All | +28.5% | +42.5% | -14.0% | +10.4% |
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 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